Feynman-Kac's representation in time-space domains and sensitivity with respect to the domain
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Publication:1409733
DOI10.1016/S1631-073X(03)00364-9zbMath1033.60076MaRDI QIDQ1409733
Cristina Costantini, Emmanuel Gobet, Nicole El Karoui
Publication date: 22 October 2003
Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)
60H30: Applications of stochastic analysis (to PDEs, etc.)
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