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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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Bibliographic Details
Date:	2007
ISSN:	0321-3900
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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Digital Library of Periodicals of National Academy of Sciences of Ukraine

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