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Bernstein diffusions for a class of linear parabolic partial differential equations - MaRDI portal

Bernstein diffusions for a class of linear parabolic partial differential equations (Q2248932)

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Bernstein diffusions for a class of linear parabolic partial differential equations
scientific article

    Statements

    title
    Bernstein diffusions for a class of linear parabolic partial differential equations (English)
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    publication date
    27 June 2014
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    zbMATH Keywords
    diffusion processes
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    reversible Markov diffusions
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    Itô equations
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    Feynman-Kac representations
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    Identifiers

    Mathematics Subject Classification ID
    35K20
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    60H30
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    60K99
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    zbMATH DE Number
    6309537
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    OpenAlex ID
    W1982394880
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    Wikidata QID
    Q62045052
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    arXiv ID
    1305.4392
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