|
This article is cited in 23 scientific papers (total in 23 papers)
On stochastic partial differential equations
B. L. Rozovskii
Abstract:
In this paper we consider the Cauchy problem for second-order stochastic partial differential equations of parabolic type. We study linear and nonlinear equations for filtering Markov diffusion processes. Theorems on the existence, uniqueness and smoothness of solutions are proved.
Bibliography: 21 titles.
Received: 01.11.1973
Citation:
B. L. Rozovskii, “On stochastic partial differential equations”, Math. USSR-Sb., 25:2 (1975), 295–322
Linking options:
https://www.mathnet.ru/eng/sm3393https://doi.org/10.1070/SM1975v025n02ABEH002210 https://www.mathnet.ru/eng/sm/v138/i2/p314
|
| Statistics & downloads: |
| Abstract page: | 726 | | Russian version PDF: | 219 | | English version PDF: | 75 | | References: | 129 |
|