McKean Feynman-Kac probabilistic representations of non-linear partial differential equations (Q2107414)
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scientific article; zbMATH DE number 7625838
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| English | McKean Feynman-Kac probabilistic representations of non-linear partial differential equations |
scientific article; zbMATH DE number 7625838 |
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McKean Feynman-Kac probabilistic representations of non-linear partial differential equations (English)
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1 December 2022
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backward diffusion
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McKean stochastic differential equation
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probabilistic representation of PDEs
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time reversed diffusion
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HJB equation
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Feynman-Kac measures
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0.92442423
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0.9159868
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0.9020199
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0.8933954
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0.8883288
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0.8866059
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