非线性后向和正向Kolmogorov方程系统:广义解

IF 0.5 4区数学 Q4 STATISTICS & PROBABILITY

Theory of Probability and its Applications Pub Date : 2021-05-06 DOI:10.1137/S0040585X97T99023X

Y. Belopolskaya

引用次数: 0

摘要

提出了一种构造非线性抛物方程组Cauchy问题解的概率方法。正在考虑的系统可以细分为两个。。。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Systems of Nonlinear Backward and Forward Kolmogorov Equations: Generalized Solutions

A probabilistic approach to construction of the solution to the Cauchy problem for systems of nonlinear parabolic equations is developed. The systems under consideration can be subdivided into two ...

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来源期刊

Theory of Probability and its Applications 数学-统计学与概率论

CiteScore

1.00

自引率

16.70%

发文量

审稿时长

6 months

期刊介绍： Theory of Probability and Its Applications (TVP) accepts original articles and communications on the theory of probability, general problems of mathematical statistics, and applications of the theory of probability to natural science and technology. Articles of the latter type will be accepted only if the mathematical methods applied are essentially new.