Feynman-Kac formula for switching diffusions: connections of systems of partial differential equations and stochastic differential equations (Q1653173)
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scientific article; zbMATH DE number 6904675
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| English | Feynman-Kac formula for switching diffusions: connections of systems of partial differential equations and stochastic differential equations |
scientific article; zbMATH DE number 6904675 |
Statements
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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0.8266240954399109
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0.804972231388092
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0.7839243412017822
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0.7804737687110901
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