On the Feynman–Kac representation for solutions of the Cauchy problem for parabolic equations in divergence form (Q5704637)
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scientific article; zbMATH DE number 2229236
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Feynman–Kac representation for solutions of the Cauchy problem for parabolic equations in divergence form |
scientific article; zbMATH DE number 2229236 |
Statements
On the Feynman–Kac representation for solutions of the Cauchy problem for parabolic equations in divergence form (English)
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15 November 2005
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backward stochastic differential equation
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Feynman-Kac formula
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linear PDE
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Cauchy poblem
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divergence form elliptic operators
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