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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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ISSN:09299629
DOI:10.1515/mcma-2026-3002