LAGRANGIAN FEYNMAN FORMULAS FOR SECOND-ORDER PARABOLIC EQUATIONS IN BOUNDED AND UNBOUNDED DOMAINS (Q3058120)

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LAGRANGIAN FEYNMAN FORMULAS FOR SECOND-ORDER PARABOLIC EQUATIONS IN BOUNDED AND UNBOUNDED DOMAINS
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    LAGRANGIAN FEYNMAN FORMULAS FOR SECOND-ORDER PARABOLIC EQUATIONS IN BOUNDED AND UNBOUNDED DOMAINS (English)
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    18 November 2010
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    Feynman formulas
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    Feynman-Kac formulas
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    approximations of functional integrals
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    approximations of transitional densities
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    variable diffusion coefficient
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    diffusion processes
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    boundary value problems
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