Mathematische Annalen · 1989 · 281 citations · 15 references
Natural SciencesMathematicsDynamical SystemsStochastic ModelingStochastic ProcessesBoundary ConditionsBoundary-value ProblemsControl TheoryPartial Differential EquationsStochastic ControlStochastic Differential EquationsBoundary Value Problems For Stochastic Differential EquationsElliptic Boundary-value ProblemsElliptic Partial Differential EquationsInitial Boundary ConditionsInitial-boundary Value ProblemsSingular Boundary-value ProblemsSingularly Perturbed Boundary Value ProblemsState-dependent Constraints
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