Feynman-Kac theorems for generalized diffusions (Q2944926)
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scientific article; zbMATH DE number 6479457
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| English | Feynman-Kac theorems for generalized diffusions |
scientific article; zbMATH DE number 6479457 |
Statements
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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0.784045934677124
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0.7730926275253296
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