Parabolic equations and Feynman-Kac formula on general bounded domains
type: Item
instance of: scholarly article
title: Parabolic equations and Feynman-Kac formula on general bounded domains
zbMATH Open document ID: 1001.35048
DOI: 10.1007/BF02878712
author: Gongqing Zhang
author: Meiyue Jiang
published in: Science in China. Series A
publication date: 2002-08-15T00:00:00Z
review text: The paper extends the celebrated result of \textit{H. Berestycki}, \textit{L. Nirenberg} and \textit{S. R. S. Varadhan} [Commun. Pure Appl. Math. 47, No. 1, 47-92 (1994; Zbl 0806.35129)] to the case of the Cauchy-Dirichlet problem for linear parabolic equations on general bounded domains. As a consequence, the authors show that the solution obtained by PDE's method has the Feynman-Kac representation.
reviewed by: Dian K. Palagachev
Mathematics Subject Classification ID: 35K20
Mathematics Subject Classification ID: 35C05
Mathematics Subject Classification ID: 35B50
zbMATH DE Number: 1782089
zbMATH Keywords: Cauchy-Dirichlet problem
zbMATH Keywords: linear parabolic equations
zbMATH Keywords: Feynman-Kac representation
zbMATH Keywords: general bounded domains
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1007/bf02878712
OpenAlex ID: W1489336916
description: scientific article; zbMATH DE number 1782089