The stochastic solution to a Cauchy problem for degenerate parabolic equations (Q517967)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The stochastic solution to a Cauchy problem for degenerate parabolic equations |
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The stochastic solution to a Cauchy problem for degenerate parabolic equations (English)
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28 March 2017
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local martingales
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stochastic solutions
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degenerate Cauchy problems
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Feynman-Kac formula
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necessary and sufficient condition for uniqueness
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comparison principle
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