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ArticleJ-GLOBAL ID:200902001994126243整理番号:86A0065283

Stochastic variational formula for fundamental solutions of parabolic PDE.

放物型偏微分方程式の基本解に対する確率変分公式

著者:FLEMING W H(Brown Univ., RI)、SHEU S‐J(Brown Univ., RI)
資料名:Appl Math Optim 巻:13 号:3 ページ:193-204
発行年:1985年12月
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