On the Feynman–Kac representation for solutions of the Cauchy problem for parabolic equations in divergence form (Q5704637): Difference between revisions
From MaRDI portal
Latest revision as of 12:55, 11 June 2024
scientific article; zbMATH DE number 2229236
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Feynman–Kac representation for solutions of the Cauchy problem for parabolic equations in divergence form |
scientific article; zbMATH DE number 2229236 |
Statements
On the Feynman–Kac representation for solutions of the Cauchy problem for parabolic equations in divergence form (English)
0 references
15 November 2005
0 references
backward stochastic differential equation
0 references
Feynman-Kac formula
0 references
linear PDE
0 references
Cauchy poblem
0 references
divergence form elliptic operators
0 references
