A result on multidimensional quantization

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where the coecients a; b; c; m are random and satisfy some conditions to be speci®ed later, the function u ˆ u…x; t; x† is supposed to be nonnegative, u; u are the ®rst and second derivatives of u with respect to x 2 R, and du is Itoà 's stochastic di€erential of u with respect to t. Actually, equation (0.1) has to be understood in a certain generalized sense since, for instance, the series Pr...

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ژورنال

عنوان ژورنال: Proceedings of the American Mathematical Society

سال: 1993

ISSN: 0002-9939

DOI: 10.1090/s0002-9939-1993-1129878-x