A feynman-kac-type formula for the deterministic and stochastic wave equations and other P.D.E.'S

Transactions of the American Mathematical Society

Volumn 360, Issue 9, 2008, Pages 4681-4703

  Dalang, Robert C ^a   Mueller, Carl ^b   Tribe, Roger ^c  

^a EPFL   (Switzerland)

^b UNIVERSITY OF ROCHESTER   (United States)

^c UNIVERSITY OF WARWICK   (United Kingdom)

Author keywords

Feynman Kac formula, wave equation, probabilistic representation of solutions, stochastic partial differential equations, moment formulae.

Indexed keywords

EID: 42449115718     PISSN: 00029947     EISSN: None     Source Type: Journal    
DOI: 10.1090/S0002-9947-08-04351-1     Document Type: Article

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