scientific article

Publication date: 28 March 1993

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

diffusion process Feynman-Kac formula backward stochastic differential equation Wiener space parabolic partial differential equation generalized Feynman-Kac formula

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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