Feynman-Kac theorem about Cauchy problem of extended second-order parabolic equation

zbMATH Open0973.60067MaRDI QIDQ2704967

Jian Zhong Lin, Zhongxing Ye

Publication date: 19 June 2001

Published in: Journal of Shanghai Jiaotong University (Chinese Edition) (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationCauchy problemPoisson processextended second-order linear parabolic equationFeyman-Kac theorem

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Initial value problems for second-order parabolic equations (35K15)

Related Items (1)

The Feynman-Kac formula for a system of parabolic equations

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