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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| Date: | 2007 |
|---|---|
| Main Author: | Ilchenko, A.V. |
| Format: | Article |
| Language: | English |
| Published: |
Інститут математики НАН України
2007
|
| Online Access: | https://nasplib.isofts.kiev.ua/handle/123456789/4505 |
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| Journal Title: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Cite this: | 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. |
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