Parabolic equations and Feynman-Kac formula on general bounded domains
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.
scientific article; zbMATH DE number 1782089
scientific article