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Zapiski Nauchnykh Seminarov POMI, 2001, Volume 278, Pages 15–35 (Mi znsl1433)  
This article is cited in 2 scientific papers (total in 2 papers)

Nonlinear equations in diffusion theory

Ya. I. Belopol'skaya

St. Petersburg State University of Architecture and Civil Engineering
Full-text PDF (231 kB) Citations (2)
Abstract: Connections between diffusion random processes and some classical nonlinear equations of mathematical physics, the solution theory, in particular, are investigated. It is shown that the solution theory equations select one-parameter families of absolutely continuons transformations of diffusion measures and make possible computation of the logarithmic derivatives of the corresponding measures with resect to the parameter.
Received: 15.12.2000
English version:
Journal of Mathematical Sciences (New York), 2003, Volume 118, Issue 6, Pages 5513–5524
DOI: https://doi.org/10.1023/A:1026178103584
Bibliographic databases:
UDC: 519.2
Language: Russian
Citation: Ya. I. Belopol'skaya, “Nonlinear equations in diffusion theory”, Probability and statistics. Part 4, Zap. Nauchn. Sem. POMI, 278, POMI, St. Petersburg, 2001, 15–35; J. Math. Sci. (N. Y.), 118:6 (2003), 5513–5524
Citation in format AMSBIB
\Bibitem{Bel01}
\by Ya.~I.~Belopol'skaya
\paper Nonlinear equations in diffusion theory
\inbook Probability and statistics. Part~4
\serial Zap. Nauchn. Sem. POMI
\yr 2001
\vol 278
\pages 15--35
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl1433}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1874392}
\zmath{https://zbmath.org/?q=an:1082.35131}
\transl
\jour J. Math. Sci. (N. Y.)
\yr 2003
\vol 118
\issue 6
\pages 5513--5524
\crossref{https://doi.org/10.1023/A:1026178103584}
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    • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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