Publication:2704967

zbMath0973.60067MaRDI QIDQ2704967

Jian-Zhong Lin, Zhong-Xing Ye

Publication date: 19 June 2001

zbMATH Keywords

stochastic differential equation; Cauchy problem; Poisson process; extended second-order linear parabolic equation; Feyman-Kac theorem

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

35K15: Initial value problems for second-order parabolic equations