Parabolic equations and Feynman-Kac formula on general bounded domains (Q1609642)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Parabolic equations and Feynman-Kac formula on general bounded domains |
scientific article; zbMATH DE number 1782089
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parabolic equations and Feynman-Kac formula on general bounded domains |
scientific article; zbMATH DE number 1782089 |
Statements
Parabolic equations and Feynman-Kac formula on general bounded domains (English)
0 references
15 August 2002
0 references
The paper extends the celebrated result of \textit{H. Berestycki}, \textit{L. Nirenberg} and \textit{S. R. S. Varadhan} [Commun. Pure Appl. Math. 47, No. 1, 47-92 (1994; Zbl 0806.35129)] to the case of the Cauchy-Dirichlet problem for linear parabolic equations on general bounded domains. As a consequence, the authors show that the solution obtained by PDE's method has the Feynman-Kac representation.
0 references
Cauchy-Dirichlet problem
0 references
linear parabolic equations
0 references
Feynman-Kac representation
0 references
general bounded domains
0 references
0 references
0 references
