Publication:2704967
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zbMath0973.60067MaRDI QIDQ2704967
Publication date: 19 June 2001
stochastic differential equation; Cauchy problem; Poisson process; extended second-order linear parabolic equation; Feyman-Kac theorem
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
35K15: Initial value problems for second-order parabolic equations