Solution Bounds for Elliptic Partial Differential Equations via Feynman-Kac Representation (Q3194569)

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scientific article; zbMATH DE number 6496697
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    Solution Bounds for Elliptic Partial Differential Equations via Feynman-Kac Representation
    scientific article; zbMATH DE number 6496697

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      Solution Bounds for Elliptic Partial Differential Equations via Feynman-Kac Representation (English)
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      20 October 2015
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      boundary local time
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      mixed boundary value problem
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      obstacle problem
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      reflected diffusion process
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      stochastic differential equation
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      Feynman-Kac probabilistic representation
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