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Parabolic equations and Feynman-Kac formula on general bounded domains

Parabolic equations and Feynman-Kac formula on general bounded domains
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摘要 Parabolic equations on general bounded domains are studied. Usingthe 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. 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.
出处 《Science China Mathematics》 SCIE 2001年第3期311-329,共19页 中国科学:数学(英文版)
基金 This work was supported by the National Natural Science Foundation of China ( Grant No. 19631020) Mathematical Center of the Ministry of Education of China, Part of the work was completed while the authors were visiting Department of Mathematics, the
关键词 最大的原则 寓言的方程 Feynman-Kac 公式 maximum principle parabolic equations Feynman-Kac formula
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参考文献2

  • 1Keith Miller.Barriers on cones for uniformly elliptic operators[J].Annali di Matematica Pura ed Applicata Series.1967(1)
  • 2Krylov,N. V.Nonlinear Elliptic and Parabolic Equations of Second Order, Mathematics and Its Applications, Dordrecht; D[]..1987

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