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Volumn 18, Issue 3, 2000, Pages 397-416

Parabolic regularization of a first order stochastic partial differential equation

Author keywords

First order stochastic partial differential equation; Generalized solution; Regularization

Indexed keywords


EID: 0034340928     PISSN: 07362994     EISSN: None     Source Type: Journal    
DOI: 10.1080/07362990008809677     Document Type: Article
Times cited : (5)

References (14)
  • 1
    • 21844485033 scopus 로고
    • Periodic and almost periodic solutions for semilinear stochastic evolution equations
    • G. Da Prato and C. Tudor: Periodic and almost periodic solutions for semilinear stochastic evolution equations. Stochastic Anal. Appl. 13(1)(1995), 13-33.
    • (1995) Stochastic Anal. Appl. , vol.13 , Issue.1 , pp. 13-33
    • Da Prato, G.1    Tudor, C.2
  • 7
    • 0002134724 scopus 로고
    • First order stochastic partial differential equations
    • Taniguchi Symp. Kataya
    • H. Kunita: First order stochastic partial differential equations. In: Stochastic Analysis. Taniguchi Symp. Kataya 1982, 249-269.
    • (1982) Stochastic Analysis , pp. 249-269
    • Kunita, H.1
  • 9
    • 0003680586 scopus 로고
    • Walter de Gruyter. Berlin-New York
    • M. Metivier: Semimartingales. Walter de Gruyter. Berlin-New York, 1982.
    • (1982) Semimartingales
    • Metivier, M.1
  • 11
    • 84986841624 scopus 로고
    • A multifactor Gauss-Markov implementation of Heath, Jarrow and Morton
    • Nr. 3
    • M. Musiela and A.A. Brace: A multifactor Gauss-Markov implementation of Heath, Jarrow and Morton. Mathematical Finance Vol. 4, Nr. 3, 1994. 259-283.
    • (1994) Mathematical Finance , vol.4 , pp. 259-283
    • Musiela, M.1    Brace, A.A.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.