Construction of a solution of a certain evolution equation
- 1 May 1977
- journal article
- research article
- Published by Cambridge University Press (CUP) in Nagoya Mathematical Journal
- Vol. 66, 23-36
- https://doi.org/10.1017/s0027763000017694
Abstract
Let us consider the stochastic differential equation, with initial condition,where Bt, t ≧ 0,is a one-dimensional Brownian motion, and Lxis a second order uniformly elliptic partial differential operator satisfying some additional conditions that will be described in §2. The existence and the uniqueness of solutions of the Cauchy problem have been established by B. L. Rozovskii [8].Keywords
This publication has 1 reference indexed in Scilit:
- Stochastic evolution equations and related measure processesJournal of Multivariate Analysis, 1975