Feynman–Kac theorems for generalized diffusions (Q2944926)

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Feynman–Kac theorems for generalized diffusions
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    Feynman–Kac theorems for generalized diffusions (English)
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    8 September 2015
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    gap diffusion
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    Feynman-Kac representation
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    martingale
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    partial differential equation with measurable coefficients
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    parabolic partial differential equation
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    local time
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    Brownian motion
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