A partial differential equation with the white noise as a coefficient
- 1 December 1973
- journal article
- Published by Springer Nature in Probability Theory and Related Fields
- Vol. 28 (1) , 53-71
- https://doi.org/10.1007/bf00549294
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- On a Riemann definition of the stochastic integral, IIProceedings of the Japan Academy, Series A, Mathematical Sciences, 1970
- On a Riemann definition of the stochastic integral, IProceedings of the Japan Academy, Series A, Mathematical Sciences, 1970
- Generalized solutions of linear differential equations with discontinuous coefficients and the uniqueness question for multidimensional quasilinear conservation lawsJournal of Mathematical Analysis and Applications, 1967
- A New Representation for Stochastic Integrals and EquationsSIAM Journal on Control, 1966