Parabolic equations and Feynman-Kac formula on general bounded domains

被引：0

作者：

张恭庆

蒋美跃

机构：

来源：

Science China Mathematics | 2001年 / 03期

基金：

中国国家自然科学基金;

关键词：

maximum principle; parabolic equations; Feynman-Kac formula;

D O I：

暂无

中图分类号：

O175 [微分方程、积分方程];

学科分类号：

070104 ;

摘要：

Parabolic equations on general bounded domains are studied. Using the refined maximum principle, existence and the semigroup property of solutions are obtained. It is also shown that the solution obtained by PDE’s method has the Feynmann-Kac representation for any bounded domains.

引用

页码：311 / 329

页数：19

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