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: | English |
| Veröffentlicht: |
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. |