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Probabilistic representations of solutions of the forward equations

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dc.contributor.author Rajeev, B
dc.contributor.author Thangavelu, S
dc.date.accessioned 2011-07-29T12:44:17Z
dc.date.available 2011-07-29T12:44:17Z
dc.date.issued 2008
dc.identifier.citation Potential analysis,V28,P139-162 en_US
dc.identifier.uri http://hdl.handle.net/10263/2241
dc.language.iso en en_US
dc.subject Stochastic differential equation en_US
dc.subject Stochastic partial differential equation en_US
dc.subject Evolution equation en_US
dc.subject Stochastic flows en_US
dc.subject Ito's formula en_US
dc.subject Stochastic representation en_US
dc.subject Adjoints en_US
dc.subject Diffusion process en_US
dc.subject Second order elliptic partial differential equation en_US
dc.subject Monotonicity inequality en_US
dc.title Probabilistic representations of solutions of the forward equations en_US


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