Continuity of the Feynman–Kac formula for a generalized parabolic equation (Q4584667)
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scientific article; zbMATH DE number 6931412
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Continuity of the Feynman–Kac formula for a generalized parabolic equation |
scientific article; zbMATH DE number 6931412 |
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Continuity of the Feynman–Kac formula for a generalized parabolic equation (English)
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4 September 2018
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backward stochastic differential equations
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Feyman-Kac formula
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subdifferential operators
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