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PDE with random coefficients: Asymptotic expansion for the moments

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Advances in Filtering and Optimal Stochastic Control

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 42))

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Bibliography

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Author information

Authors and Affiliations

  1. LMA-CNRS 31, chemin Joseph Aiguier, 13274, Marseille Cedex 2

    R. Bouc

  2. UER de Mathématique, Université de Provence, 3 place V. Hugo, 13331, Marseille Cedex 3

    E. Pardoux

Authors
  1. R. Bouc
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  2. E. Pardoux
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Editor information

Wendell H. Fleming Luis G. Gorostiza

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© 1982 Springer-Verlag

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Bouc, R., Pardoux, E. (1982). PDE with random coefficients: Asymptotic expansion for the moments. In: Fleming, W.H., Gorostiza, L.G. (eds) Advances in Filtering and Optimal Stochastic Control. Lecture Notes in Control and Information Sciences, vol 42. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0004546

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  • DOI: https://doi.org/10.1007/BFb0004546

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-11936-4

  • Online ISBN: 978-3-540-39517-1

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