Viscosity characterization of the explosion time distribution for diffusions

DOI10.3150/15-BEJ752zbMath1361.60069arXiv1407.5102OpenAlexW3104044458MaRDI QIDQ502886

Yinghui Wang

Publication date: 11 January 2017

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1407.5102

zbMATH Keywords

viscosity solutiondiffusionsFeynman-Kac formulaminimal solutiondistributional solutionparabolic PDEexplosion time

Mathematics Subject Classification ID

Diffusion processes (60J60) Second-order parabolic equations (35K10) Viscosity solutions to PDEs (35D40)

Related Items (1)

On the equivalence of viscosity and distribution solutions of second-order PDEs with Neumann boundary conditions

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