On the probabilistic solution of the Cauchy problem for parabolic equations
The questions about finding (conditional) mathematical expectations, the joint and marginal distribution of different functionals from the trajectories of random processes, expressed through the process itself, the ordinary stochastic integral and the stochastic Ito integral (stochastic integrals ar...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Al-Farabi Kazakh National University
2017-07-01
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| Series: | Вестник КазНУ. Серия математика, механика, информатика |
| Subjects: | |
| Online Access: | https://bm.kaznu.kz/index.php/kaznu/article/view/444/355 |