25 results on '"Feynman–Kac formula"'
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2. Brownian Intersection Local Times: Exponential Moments and Law of Large Masses
3. Sequential Control Variates for Functionals of Markov Processes
4. The Heat Equation and Reflected Brownian Motion in Time-Dependent Domains
5. NONLINEAR YOUNG INTEGRALS AND DIFFERENTIAL SYSTEMS IN HÖLDER MEDIA
6. Hitting, Occupation and Inverse Local Times of One-Dimensional Diffusions: Martingale and Excursion Approaches
7. Strong Clumping of Super-Brownian Motion in a Stable Catalytic Medium
8. Genealogies and Increasing Propagation of Chaos for Feynman-Kac and Genetic Models
9. Martingales versus PDEs in Finance: An Equivalence Result with Examples
10. Corridor Options and Arc-Sine Law
11. Backward Stochastic Differential Equations and Partial Differential Equations with Quadratic Growth
12. On the Error Estimate of the Integral Kernel for the Trotter Product Formula for Schrodinger Operators
13. A Two Cities Theorem for the Parabolic Anderson Model
14. A Feynman-Kac-Type Formula for the Deterministic and Stochastic Wave Equations and Other P.D.E.'s
15. Optimal Investment and Consumption in a Black: Scholes Market with Lévy-Driven Stochastic Coefficients
16. Diffraction by a Nonconvex Polygon
17. Representation of Solutions to BSDEs Associated with a Degenerate FSDE
18. Some Formulae for a New Type of Path-Dependent Option
19. On a Variational Formula for the Principal Eigenvalue for Operators with Maximum Principle
20. Travelling Waves in Inhomogeneous Branching Brownian Motions. II
21. Trivariate Density of Brownian Motion, Its Local and Occupation Times, with Application to Stochastic Control
22. The Binary Contact Path Process
23. Eigenvalue Inequalities for Random Evolutions: Origins and Open Problems
24. Ornstein-Uhlenbeck Process with Quadratic Killing
25. Transition Probabilities for Some 'Special' Diffusions
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