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