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Stochastic solutions to partial differential equations

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Nonstandard Analysis-Recent Developments

Part of the book series: Lecture Notes in Mathematics ((LNM,volume 983))

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References

For further reading on the martingale problem and differential equations a good source is

  • D.W. Stroock, S.R.S. Varadan, "Multidimensional Diffusion Processes" (Springer-Verlag, New York, 1979).

    Google Scholar 

For Krylov's theorem consult

  • N.V. Krylov, "Controlled Diffusion Processes" (Springer-Verlag, New York, 1980).

    Book  MATH  Google Scholar 

  • N.V. Krylov, Sequences of convex functions and estimates of the maximum of the solution of a parabolic equation, Siberian Math J. 17(2) (1976); 226–236 (English translation).

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For non-standard probability consult

  • H.J. Keisler, An infinitesimal approach to stochastic analysis, 1980 (yet to be published).

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Author information

Authors and Affiliations

  1. University of Wisconsin, 53706, Madison, WI

    S. A. Kosciuk

Authors
  1. S. A. Kosciuk
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Albert Emerson Hurd

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© 1983 Springer-Verlag

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Kosciuk, S.A. (1983). Stochastic solutions to partial differential equations. In: Hurd, A.E. (eds) Nonstandard Analysis-Recent Developments. Lecture Notes in Mathematics, vol 983. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0065335

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  • DOI: https://doi.org/10.1007/BFb0065335

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-12279-1

  • Online ISBN: 978-3-540-39602-4

  • eBook Packages: Springer Book Archive

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