FEYNMAN–KAC FORMULAS FOR BLACK–SCHOLES-TYPE OPERATORS
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Publication:5289914
DOI10.1112/S0024609306018194zbMath1110.35021MaRDI QIDQ5289914
Publication date: 19 April 2006
Published in: Bulletin of the London Mathematical Society (Search for Journal in Brave)
35K20: Initial-boundary value problems for second-order parabolic equations
91B24: Microeconomic theory (price theory and economic markets)
60H30: Applications of stochastic analysis (to PDEs, etc.)
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