Functional Integration and Partial Differential Equations. (AM-109)

averaging principle; functional integrals; mixed problems; asymptotic bounds of the Laplace type for functional integrals; boundary value problems for degenerate elliptic and parabolic operators; second order parabolic and elliptic equations

Mathematics Subject Classification ID

60F10: Large deviations

60H05: Stochastic integrals

35-02: Research exposition (monographs, survey articles) pertaining to partial differential equations

60Hxx: Stochastic analysis

60-02: Research exposition (monographs, survey articles) pertaining to probability theory

Related Items

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