Parabolic equations and Feynman-Kac formula on general bounded domains

DOI10.1007/BF02878712zbMath1001.35048OpenAlexW1489336916MaRDI QIDQ1609642

Gongqing Zhang, Mei Yue Jiang

Publication date: 15 August 2002

Published in: Science in China. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02878712

zbMATH Keywords

Cauchy-Dirichlet problemFeynman-Kac representationlinear parabolic equationsgeneral bounded domains

Mathematics Subject Classification ID

Initial-boundary value problems for second-order parabolic equations (35K20) Maximum principles in context of PDEs (35B50) Solutions to PDEs in closed form (35C05)

Related Items (4)

Smooth Contractive Embeddings and Application to Feynman Formula for Parabolic Equations on Smooth Bounded Domains ⋮ Positive solution for semilinear elliptic equation on general domain. ⋮ LAGRANGIAN FEYNMAN FORMULAS FOR SECOND-ORDER PARABOLIC EQUATIONS IN BOUNDED AND UNBOUNDED DOMAINS ⋮ Chernoff approximation for semigroups generated by killed Feller processes and Feynman formulae for time-fractional Fokker-Planck-Kolmogorov equations

Cites Work

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• Aleksandrov maximum principle and Bony maximum principle for parabolic equations
• Barriers on cones for uniformly elliptic operators
• On an Aleksandrov-Bakel'Man Type Maximum Principle for Second-Order Parabolic Equations
• The principal eigenvalue and maximum principle for second‐order elliptic operators in general domains

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