Stochastic partial differential equations in bounded domains with Dirichlet boundary conditions
DOI10.1080/10451120290024865zbMath1015.60055OpenAlexW2094027235MaRDI QIDQ4799431
Giuseppina Guatteri, Stefano Bonaccorsi
Publication date: 8 July 2003
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10451120290024865
Dirichlet boundary conditionsFeynman-Kac formulacharacteristics methodstochastic partial differential equations in bounded domains
Initial-boundary value problems for second-order parabolic equations (35K20) General theory of partial differential operators (47F05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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