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Teoreticheskaya i Matematicheskaya Fizika, 1980, Volume 43, Number 2, Pages 240–252 (Mi tmf3218)  
This article is cited in 1 scientific paper (total in 1 paper)

On a class of boundary-value problems for stochastic differential equations

S. E. Pitovranov, V. M. Chetverikov
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Abstract: Boundary value problems of general kind for a system of ordinary stochastic differential equations are considered. The $q$-time density of probability is built in the case when the boundary value problem possesses the unique solution or countable set of solutions. Some concrete computational examples are considered to illustrate the scheme. Several uniqueness theorems for the initial boundary value problem are proved.
Received: 23.02.1979
English version:
Theoretical and Mathematical Physics, 1980, Volume 43, Issue 2, Pages 431–445
DOI: https://doi.org/10.1007/BF01018397
Bibliographic databases:
Language: Russian
Citation: S. E. Pitovranov, V. M. Chetverikov, “On a class of boundary-value problems for stochastic differential equations”, TMF, 43:2 (1980), 240–252; Theoret. and Math. Phys., 43:2 (1980), 431–445
Citation in format AMSBIB
\Bibitem{PitChe80}
\by S.~E.~Pitovranov, V.~M.~Chetverikov
\paper On~a~class of~boundary-value problems for stochastic differential equations
\jour TMF
\yr 1980
\vol 43
\issue 2
\pages 240--252
\mathnet{http://mi.mathnet.ru/tmf3218}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=576858}
\zmath{https://zbmath.org/?q=an:0428.60073}
\transl
\jour Theoret. and Math. Phys.
\yr 1980
\vol 43
\issue 2
\pages 431--445
\crossref{https://doi.org/10.1007/BF01018397}
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  • https://www.mathnet.ru/eng/tmf/v43/i2/p240
    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теоретическая и математическая физика Theoretical and Mathematical Physics
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    References:56
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