On Strong and Weak Solutions of One-Dimensional Stochastic Equations with Boundary Conditions
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://epubs.siam.org/doi/pdf/10.1137/1126076
Reference20 articles.
1. Stochastic Equations for Diffusion Processes in a Bounded Region
2. On stochastic differential equations for multi-dimensional diffusion processes with boundary conditions II
3. On The Existence of Solutions of Stochastic Differential Equations with Boundary Conditions
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