Parabolic Ito equations with mixed in time conditions

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Parabolic Ito equations with mixed in time conditions

We study linear stochastic partial differential equations of parabolic type with special boundary conditions in time. The standard Cauchy condition at the initial time is replaced by a condition that mixes the values of the solution at different times, including the terminal time and continuously di...

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Bibliographic Details
Main Author:	Dokuchaev, Nikolai
Format:	Journal Article
Published:	Marcel Dekker Inc. 2011
Subjects:	parabolic Ito equations non-local in time conditions stochastic partial differential equations non-local boundary conditions mixed in time conditions
Online Access:	http://hdl.handle.net/20.500.11937/12158

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