Stochastic Feynman–Kac Equations Associated to Lévy–Itô Diffusions (Q5421602)
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scientific article; zbMATH DE number 5204512
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Feynman–Kac Equations Associated to Lévy–Itô Diffusions |
scientific article; zbMATH DE number 5204512 |
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Stochastic Feynman–Kac Equations Associated to Lévy–Itô Diffusions (English)
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24 October 2007
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backward diffusion equation
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Lévy processes
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stochastic Feynman-Kac formula
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stochastic integro partial differential equation
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white noise
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