Probabilistic representations of solutions of the forward equations

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dc.contributor.authorRajeev, B
dc.contributor.authorThangavelu, S
dc.date.accessioned2011-07-29T12:44:17Z
dc.date.available2011-07-29T12:44:17Z
dc.date.issued2008
dc.identifier.citationPotential analysis,V28,P139-162en_US
dc.identifier.urihttp://hdl.handle.net/10263/2241
dc.language.isoenen_US
dc.subjectStochastic differential equationen_US
dc.subjectStochastic partial differential equationen_US
dc.subjectEvolution equationen_US
dc.subjectStochastic flowsen_US
dc.subjectIto's formulaen_US
dc.subjectStochastic representationen_US
dc.subjectAdjointsen_US
dc.subjectDiffusion processen_US
dc.subjectSecond order elliptic partial differential equationen_US
dc.subjectMonotonicity inequalityen_US
dc.titleProbabilistic representations of solutions of the forward equationsen_US

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