Feynman-Kac formula for switching diffusions: connections of systems of partial differential equations and stochastic differential equations
type: Item
instance of: scholarly article
title: Feynman-Kac formula for switching diffusions: connections of systems of partial differential equations and stochastic differential equations
zbMATH Open document ID: 1391.60151
DOI: 10.1186/1687-1847-2013-315
author: Nicholas A. Baran
author: George Yin
author: Chao Zhu
published in: Advances in Difference Equations
publication date: 2018-07-17T00:00:00Z
Mathematics Subject Classification ID: 60H15
Mathematics Subject Classification ID: 35R60
Mathematics Subject Classification ID: 60J60
zbMATH DE Number: 6904675
zbMATH Keywords: switching diffusion
zbMATH Keywords: Feynman-Kac formula
zbMATH Keywords: Dirichlet problem
zbMATH Keywords: Cauchy problem
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1186/1687-1847-2013-315
OpenAlex ID: W2147145295
Wikidata QID: Q59317907
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description: scientific article; zbMATH DE number 6904675