A Stochastic Representation for Nonlocal Parabolic PDEs with Applications
DOI10.1287/moor.2020.1061zbMath1498.35164OpenAlexW4225829598WikidataQ114058160 ScholiaQ114058160MaRDI QIDQ5868931
Chen Yang, Min Dai, Steven Kou
Publication date: 26 September 2022
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/moor.2020.1061
nonlocal problemslinear thermoelasticityFeynman-Kac representationdual-purpose fundsterminal-boundary value problem
Initial-boundary value problems for second-order parabolic equations (35K20) Integral representations of solutions to PDEs (35C15) Applications of stochastic analysis (to PDEs, etc.) (60H30)
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