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A simple PDE and Wiener-Hopf Riccati equations

Daniel W Stroock, David Williams

Communications on Pure and Applied Mathematics, Volume: 58, Issue: 8, Pages: 1116 - 1148

Swansea University Author: David Williams

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DOI (Published version): 10.1002/cpa.20081

Published in: Communications on Pure and Applied Mathematics
Published: 2005
URI: https://cronfa.swan.ac.uk/Record/cronfa1662
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College: Faculty of Science and Engineering
Issue: 8
Start Page: 1116
End Page: 1148