Solution Bounds for Elliptic Partial Differential Equations via Feynman-Kac Representation
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Publication:3194569
DOI10.1080/07362994.2015.1050559zbMath1328.65228OpenAlexW1524287720MaRDI QIDQ3194569
Publication date: 20 October 2015
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362994.2015.1050559
stochastic differential equationobstacle problemmixed boundary value problemboundary local timereflected diffusion processFeynman-Kac probabilistic representation
Boundary value problems for second-order elliptic equations (35J25) Error bounds for boundary value problems involving PDEs (65N15) Applications of stochastic analysis (to PDEs, etc.) (60H30)
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