Probabilistic approach to the ordinary differential equations
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 19, Tome 412 (2013), pp. 47-68 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice du chapitre de livre

The paper deals with an original approach to derivation of probabilistic expressions for the solutions of ordinary differential equations.
@article{ZNSL_2013_412_a2,
     author = {A. N. Borodin},
     title = {Probabilistic approach to the ordinary differential equations},
     journal = {Zapiski Nauchnykh Seminarov POMI},
     pages = {47--68},
     year = {2013},
     volume = {412},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZNSL_2013_412_a2/}
}
TY  - JOUR
AU  - A. N. Borodin
TI  - Probabilistic approach to the ordinary differential equations
JO  - Zapiski Nauchnykh Seminarov POMI
PY  - 2013
SP  - 47
EP  - 68
VL  - 412
UR  - http://geodesic.mathdoc.fr/item/ZNSL_2013_412_a2/
LA  - ru
ID  - ZNSL_2013_412_a2
ER  - 
%0 Journal Article
%A A. N. Borodin
%T Probabilistic approach to the ordinary differential equations
%J Zapiski Nauchnykh Seminarov POMI
%D 2013
%P 47-68
%V 412
%U http://geodesic.mathdoc.fr/item/ZNSL_2013_412_a2/
%G ru
%F ZNSL_2013_412_a2
A. N. Borodin. Probabilistic approach to the ordinary differential equations. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 19, Tome 412 (2013), pp. 47-68. http://geodesic.mathdoc.fr/item/ZNSL_2013_412_a2/

[1] A. N. Kolmogorov, “Ob analiticheskikh metodakh v teorii veroyatnostei”, Uspekhi mat. nauk, 1938, no. 5, 5–41

[2] M. Kac, “On some connections between probability theory and differential and integral equations”, Proc. Second Berkley Symp. Math. Stat. Probab., 1951, 189–215 | MR | Zbl

[3] R. Z. Khasminskii, “Raspredelenie veroyatnostei dlya funktsionalov ot traektorii sluchainogo protsessa diffuzionnogo tipa”, Dokl. AN SSSR, 104 (1955), 22–25

[4] I. I. Gikhman, A. V. Skorokhod, Stokhasticheskie differentsialnye uravneniya, Naukova Dumka, Kiev, 1968 | MR | Zbl