Parabolic equations and Feynman-Kac formula on general bounded domains

DOI10.1007/BF02878712zbMATH Open1001.35048OpenAlexW1489336916MaRDI QIDQ1609642FDOQ1609642

Authors: Gongqing Zhang, Meiyue Jiang 

Publication date: 15 August 2002

Published in: Science in China. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02878712

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zbMATH Keywords

Cauchy-Dirichlet problemFeynman-Kac representationlinear parabolic equationsgeneral bounded domains

Mathematics Subject Classification ID

Maximum principles in context of PDEs (35B50) Solutions to PDEs in closed form (35C05) Initial-boundary value problems for second-order parabolic equations (35K20)

Cites Work

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• The principal eigenvalue and maximum principle for second‐order elliptic operators in general domains
• Aleksandrov maximum principle and Bony maximum principle for parabolic equations
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• On an Aleksandrov-Bakel'Man Type Maximum Principle for Second-Order Parabolic Equations
• Barriers on cones for uniformly elliptic operators

Cited In (9)

• Chernoff approximation for semigroups generated by killed Feller processes and Feynman formulae for time-fractional Fokker-Planck-Kolmogorov equations
• Positive solution for semilinear elliptic equation on general domain.
• The Feynman-Kac formula for a system of parabolic equations
• Solution Bounds for Elliptic Partial Differential Equations via Feynman-Kac Representation
• Lagrangian Feynman formulas for second-order parabolic equations in bounded and unbounded domains
• Feynman's formula for the Cauchy-Dirichlet problem in bounded domains
• Title not available (Why is that?)
• Continuity of the Feynman-Kac formula for a generalized parabolic equation
• Smooth contractive embeddings and application to Feynman formula for parabolic equations on smooth bounded domains

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