Abstract
0.1. Let us fix T 0, T∈R + with T 0 ≤ T, and d, d 1 ∈N. Suppose that a standard probability space \( = (\Omega ,{\cal F},{\{ {{\cal F}_{t}}\} _{{t \in [0,T]}}},) \) and a standard Wiener process ω(t) in \( {^{{{d_{1}}}}} \) on this probability space are given.
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© 1990 Springer Science+Business Media Dordrecht
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Rozovskii, B.L. (1990). Ito’s Second Order Parabolic Equations. In: Stochastic Evolution Systems. Mathematics and Its Applications (Soviet Series), vol 35. Springer, Dordrecht. https://doi.org/10.1007/978-94-011-3830-7_4
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DOI: https://doi.org/10.1007/978-94-011-3830-7_4
Publisher Name: Springer, Dordrecht
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