2 citations · 3 across the 2 of their papers we have counts for
2 papers
math.PR2011★ 1 cited
Stochastic derivative and heat type PDEs
Constantin Udriste, Virgil Damian, Ionel Tevy
In this paper we address again the problem of the connection between multitime Brownian sheet and heat type PDEs. The main results include: the volumetric character of the solution…
math.OC2011★ 2 cited
Multitime stochastic maximum principle on curvilinear integral actions
Constantin Udriste, Virgil Damian
Based on stochastic curvilinear integrals in the Cairoli-Walsh sense and in the Itô-Udrişte sense, we develop an original theory regarding the multitime stochastic differential sys…