Pages that link to "Item:Q2211247"
From MaRDI portal
The following pages link to Integral equation characterization of the Feynman-Kac formula for a regime-switching diffusion (Q2211247):
Displaying 3 items.
- Feynman-Kac formula for switching diffusions: connections of systems of partial differential equations and stochastic differential equations (Q1653173) (← links)
- Feynman-Kac theorem in random environments and partial integro-differential equations (Q2408780) (← links)
- Feynman–Kac formulas for regime-switching jump diffusions and their applications (Q2804019) (← links)