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On Stochastic Representation for Solutions of the Dirichlet Problem for Elliptic Equations in Divergence Form - MaRDI portal

On Stochastic Representation for Solutions of the Dirichlet Problem for Elliptic Equations in Divergence Form (Q3611806)

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On Stochastic Representation for Solutions of the Dirichlet Problem for Elliptic Equations in Divergence Form
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    On Stochastic Representation for Solutions of the Dirichlet Problem for Elliptic Equations in Divergence Form (English)
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    3 March 2009
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    Dirichlet problem
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    backward stochastic differential equation
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    Feynman-Kac formula
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