Feynman-Kac formula for general diffusion equations driven by TFBM with Hurst index \(H \in (0,1)\) (Q6592818)
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: Feynman-Kac formula for general diffusion equations driven by TFBM with Hurst index \(H \in (0,1)\) |
scientific article; zbMATH DE number 7901388
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Feynman-Kac formula for general diffusion equations driven by TFBM with Hurst index \(H \in (0,1)\) |
scientific article; zbMATH DE number 7901388 |
Statements
Feynman-Kac formula for general diffusion equations driven by TFBM with Hurst index \(H \in (0,1)\) (English)
0 references
26 August 2024
0 references
Feynman-Kac formula
0 references
stochastic general diffusion equation
0 references
tempered fractional Brownian motion (TFBM)
0 references
Malliavin calculus
0 references
Markov process
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
