Please use this identifier to cite or link to this item:
http://hdl.handle.net/10263/2241| Title: | Probabilistic representations of solutions of the forward equations |
| Authors: | Rajeev, B Thangavelu, S |
| Keywords: | Stochastic differential equation Stochastic partial differential equation Evolution equation Stochastic flows Ito's formula Stochastic representation Adjoints Diffusion process Second order elliptic partial differential equation Monotonicity inequality |
| Issue Date: | 2008 |
| Citation: | Potential analysis,V28,P139-162 |
| URI: | http://hdl.handle.net/10263/2241 |
| Appears in Collections: | Mathematics and Statistics |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| probabilistic represntation.pdf | 230.32 kB | Adobe PDF | View/Open |
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