On the representation of solutions of anticipating linear partial stochastic differential equations
The unique solution of an anticipating linear partial stochastic differential equation is constructed by means of the Fourier transformation.
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| Datum: | 2007 |
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| 1. Verfasser: | |
| Format: | Artikel |
| Sprache: | Englisch |
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Інститут математики НАН України
2007
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| Online Zugang: | https://nasplib.isofts.kiev.ua/handle/123456789/4505 |
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| Назва журналу: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Zitieren: | On the representation of solutions of anticipating linear partial stochastic differential equations / A.V. Ilchenko // Theory of Stochastic Processes. — 2007. — Т. 13 (29), № 3. — С. 38–47. — Бібліогр.: 6 назв.— англ. |
Institution
Digital Library of Periodicals of National Academy of Sciences of Ukraine| _version_ | 1862650144326942720 |
|---|---|
| author | Ilchenko, A.V. |
| author_facet | Ilchenko, A.V. |
| citation_txt | On the representation of solutions of anticipating linear partial stochastic differential equations / A.V. Ilchenko // Theory of Stochastic Processes. — 2007. — Т. 13 (29), № 3. — С. 38–47. — Бібліогр.: 6 назв.— англ. |
| collection | DSpace DC |
| description | The unique solution of an anticipating linear partial stochastic differential equation is constructed by means of the Fourier transformation.
|
| first_indexed | 2025-12-01T16:06:53Z |
| format | Article |
| fulltext | |
| id | nasplib_isofts_kiev_ua-123456789-4505 |
| institution | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| issn | 0321-3900 |
| language | English |
| last_indexed | 2025-12-01T16:06:53Z |
| publishDate | 2007 |
| publisher | Інститут математики НАН України |
| record_format | dspace |
| spelling | Ilchenko, A.V. 2009-11-19T13:58:39Z 2009-11-19T13:58:39Z 2007 On the representation of solutions of anticipating linear partial stochastic differential equations / A.V. Ilchenko // Theory of Stochastic Processes. — 2007. — Т. 13 (29), № 3. — С. 38–47. — Бібліогр.: 6 назв.— англ. 0321-3900 https://nasplib.isofts.kiev.ua/handle/123456789/4505 519.21 The unique solution of an anticipating linear partial stochastic differential equation is constructed by means of the Fourier transformation. I wish to express my gratitude to A. A. Dorogovtsev for his support for this research. en Інститут математики НАН України On the representation of solutions of anticipating linear partial stochastic differential equations Article published earlier |
| spellingShingle | On the representation of solutions of anticipating linear partial stochastic differential equations Ilchenko, A.V. |
| title | On the representation of solutions of anticipating linear partial stochastic differential equations |
| title_full | On the representation of solutions of anticipating linear partial stochastic differential equations |
| title_fullStr | On the representation of solutions of anticipating linear partial stochastic differential equations |
| title_full_unstemmed | On the representation of solutions of anticipating linear partial stochastic differential equations |
| title_short | On the representation of solutions of anticipating linear partial stochastic differential equations |
| title_sort | on the representation of solutions of anticipating linear partial stochastic differential equations |
| url | https://nasplib.isofts.kiev.ua/handle/123456789/4505 |
| work_keys_str_mv | AT ilchenkoav ontherepresentationofsolutionsofanticipatinglinearpartialstochasticdifferentialequations |