Feynman–Kac theorems for generalized diffusions (Q2944926)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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