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Solution of stochastic boundary value problem in SDE using transition probability density function decomposition.

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Title: Solution of stochastic boundary value problem in SDE using transition probability density function decomposition.
Authors: Pogorielov, Rostyslav1 (AUTHOR) rpogorielov95@gmail.com, Ivanenko, Dmytro1 (AUTHOR) divanenko1979@gmail.com
Source: Monte Carlo Methods & Applications. Jun2026, Vol. 32 Issue 2, p105-141. 37p.
Database: Mathematics Source
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  Data: Solution of stochastic boundary value problem in SDE using transition probability density function decomposition.
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  Data: <searchLink fieldCode="AR" term="%22Pogorielov%2C+Rostyslav%22">Pogorielov, Rostyslav</searchLink><relatesTo>1</relatesTo> (AUTHOR)<i> rpogorielov95@gmail.com</i><br /><searchLink fieldCode="AR" term="%22Ivanenko%2C+Dmytro%22">Ivanenko, Dmytro</searchLink><relatesTo>1</relatesTo> (AUTHOR)<i> divanenko1979@gmail.com</i>
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      – Type: doi
        Value: 10.1515/mcma-2026-3002
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      – Code: eng
        Text: English
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        PageCount: 37
        StartPage: 105
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      – TitleFull: Solution of stochastic boundary value problem in SDE using transition probability density function decomposition.
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            NameFull: Pogorielov, Rostyslav
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            – D: 01
              M: 06
              Text: Jun2026
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              Y: 2026
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