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

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