Feynman formulas for second-order parabolic equations with variable coefficients

被引：14

作者：

Plyashechnik, A. S. ^{[1
]}

机构：

[1] Moscow MV Lomonosov State Univ, Dept Mech & Math, Moscow 119991, Russia

来源：

RUSSIAN JOURNAL OF MATHEMATICAL PHYSICS | 2013年 / 20卷 / 03期

关键词：

Cauchy Problem; Standard Brownian Motion; Continuous Semigroup; Symmetric Domain; Continuous Bounded Function;

D O I：

10.1134/S1061920813030126

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

Feynman formulas giving a representation of the solution of a Cauchy problem for a second-order parabolic differential equation are obtained.

引用

页码：377 / 379

页数：3

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