On the Carleman inequality for the stochastic parabolic equations with multiplicative noise
Work
Year: 2012
Type: article
Abstract: The stochastic parabolic equation \centerline{$d_tX-\D X\,dt+aX\,dt+(b\cdot\na X)dt =\dd\sum^N_{k=1}X\mu_k\,d\b_k,$} \noindent in $(0,T)\times\calo$ with Dirichlet homogeneous boundary conditions is\b... more
Author Viorel Barbu
Institution Alexandru Ioan Cuza University
Cites: 5
Cited by:
Related to: 10
FWCI:
Citation percentile (by year/subfield):
Subfield: Finance
Domain: Social Sciences
Open Access status: bronze