Parabolic equations and Feynman-Kac formula on general bounded domains (Q1609642)
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English | Parabolic equations and Feynman-Kac formula on general bounded domains |
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Parabolic equations and Feynman-Kac formula on general bounded domains (English)
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15 August 2002
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The paper extends the celebrated result of \textit{H. Berestycki}, \textit{L. Nirenberg} and \textit{S. R. S. Varadhan} [Commun. Pure Appl. Math. 47, No. 1, 47-92 (1994; Zbl 0806.35129)] to the case of the Cauchy-Dirichlet problem for linear parabolic equations on general bounded domains. As a consequence, the authors show that the solution obtained by PDE's method has the Feynman-Kac representation.
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Cauchy-Dirichlet problem
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linear parabolic equations
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Feynman-Kac representation
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general bounded domains
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