LAGRANGIAN FEYNMAN FORMULAS FOR SECOND-ORDER PARABOLIC EQUATIONS IN BOUNDED AND UNBOUNDED DOMAINS (Q3058120)
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| Language | Label | Description | Also known as |
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| English | LAGRANGIAN FEYNMAN FORMULAS FOR SECOND-ORDER PARABOLIC EQUATIONS IN BOUNDED AND UNBOUNDED DOMAINS |
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LAGRANGIAN FEYNMAN FORMULAS FOR SECOND-ORDER PARABOLIC EQUATIONS IN BOUNDED AND UNBOUNDED DOMAINS (English)
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18 November 2010
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Feynman formulas
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Feynman-Kac formulas
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approximations of functional integrals
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approximations of transitional densities
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variable diffusion coefficient
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diffusion processes
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boundary value problems
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