Feynman--Kac propagators and viscosity solutions

DOI10.1007/s00028-004-0178-3zbMath1101.47027OpenAlexW2052926705MaRDI QIDQ816400

Jan A. Van Casteren, Archil Gulisashvili

Publication date: 9 March 2006

Published in: Journal of Evolution Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00028-004-0178-3

zbMATH Keywords

viscosity solutionterminal value problemFeynman-Kac propagator

Mathematics Subject Classification ID

Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Schrödinger and Feynman-Kac semigroups (47D08)

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Classes of time-dependent measures, non-homogeneous Markov processes, and Feynman-Kac propagators

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