On nonlinear Feynman–Kac formulas for viscosity solutions of semilinear parabolic partial differential equations

DOI10.1142/S0219493721500489zbMath1490.60200arXiv2004.03389OpenAlexW3016144110WikidataQ113776864 ScholiaQ113776864MaRDI QIDQ5021119

Arnulf Jentzen, Christian Beck, Martin Hutzenthaler

Publication date: 12 January 2022

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2004.03389

zbMATH Keywords

viscosity solutionsstochastic analysisFeynman-Kac representation

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Semilinear parabolic equations (35K58) Viscosity solutions to PDEs (35D40)

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