On the probabilistic solution of the Cauchy problem for parabolic equations

The questions about finding (conditional) mathematical expectations, the joint and marginal distribution of different functionals from the trajectories of random processes, expressed through the process itself, the ordinary stochastic integral and the stochastic Ito integral (stochastic integrals ar...

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Autori principali:	N. Akanbay, Z. Suleimenova
Natura:	Artigo
Lingua:	Inglês
Pubblicazione:	Al-Farabi Kazakh National University 2017-07-01
Serie:	Вестник КазНУ. Серия математика, механика, информатика
Soggetti:	wiener process stochastic integral conditional mathematical expectation along the trajectories of the process joint distribution joint characteristic function laplace transformation
Accesso online:	https://bm.kaznu.kz/index.php/kaznu/article/view/444/355
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