A Feynman-Kac-type formula for the deterministic and stochastic wave equations and other p.d.e.'s
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Publication:3522284
DOI10.1090/S0002-9947-08-04351-1zbMath1149.60040arXiv0710.2861WikidataQ115926399 ScholiaQ115926399MaRDI QIDQ3522284
Robert C. Dalang, Roger P. Tribe, Carl E. Mueller
Publication date: 1 September 2008
Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0710.2861
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Initial value problems for second-order parabolic equations (35K15) Stochastic integral equations (60H20)
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