Stochastic partial differential equations and diffusion processes
Nicolai V. Krylov, Boris L. Rozovskii · Russian Mathematical Surveys · 1982
CONTENTS § 1. Introduction § 2. Solubility of the direct and inverse Cauchy problems § 3. The direct equation of inverse diffusion. The method of variation of constants § 4. The method of characteristics. First integrals and the Liouville equations for diffusion processes § 5. Inverse filtration equations References