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A mixed problem for a Stochastic differential equation of parabolic type
1981
Keywords:
- Mathematical analysis
- Universal differential equation
- First-order partial differential equation
- Elliptic partial differential equation
- Mathematical optimization
- Mathematics
- Stochastic partial differential equation
- FTCS scheme
- Bernoulli differential equation
- Stochastic differential equation
- Parabolic partial differential equation
- Differential equation
- Heat equation
- Hyperbolic partial differential equation
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