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Boundary-value problem for a stochastic equation of parabolic type

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Literature cited

  1. I. I. Gihman and A. V. Skorokhod, The Theory of Stochastic Processes, Vol. 1 Springer-Verlag (1975).

  2. I. I. Gihman and A. V. Skorokhod, The Theory of Stochastic Processes, Vol. 3 Springer-Verlag (1975).

  3. O. A. Ladyzhenskaya, Boundary-Value Problems of Mathematical Physics, Amer. Math. Soc. (1977).

  4. E. Pardoux, Equations aux Derivées Partielles Stochastiques Nonlinéaires Monotones, Univ. Paris Sud (1975).

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Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 31, No. 5, pp. 483–489, September–October, 1979.

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Gikhman, I.I. Boundary-value problem for a stochastic equation of parabolic type. Ukr Math J 31, 383–387 (1979). https://doi.org/10.1007/BF01126859

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  • DOI: https://doi.org/10.1007/BF01126859

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