Feynman-Kac formula for switching diffusions: connections of systems of partial differential equations and stochastic differential equations (Q1653173)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Feynman-Kac formula for switching diffusions: connections of systems of partial differential equations and stochastic differential equations |
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Feynman-Kac formula for switching diffusions: connections of systems of partial differential equations and stochastic differential equations (English)
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17 July 2018
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switching diffusion
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Feynman-Kac formula
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Dirichlet problem
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Cauchy problem
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