Literature cited
S. G. Mikhlin, The Problem of the Minimum of a Quadratic Functional [in Russian], Gostekhizdat, Moscow (1952).
I. I. Gikhman and A. V. Skorokhod, Stochastic Differential Equations [in Russian], Naukova Dumka, Kiev (1968).
Author information
Authors and Affiliations
Additional information
Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 32, No. 3, pp. 367–372, May–June, 1980.
Rights and permissions
About this article
Cite this article
Gikhman, I.I. A mixed problem for a Stochastic differential equation of parabolic type. Ukr Math J 32, 243–246 (1980). https://doi.org/10.1007/BF01089761
Received:
Issue Date:
DOI: https://doi.org/10.1007/BF01089761