On nonlinear Feynman-Kac formulas for viscosity solutions of semilinear parabolic partial differential equations with gradient-dependent nonlinearities
M Hutzenthaler, K Pohl - arXiv preprint arXiv:2310.18197, 2023 - arxiv.org
The classical Feynman-Kac identity represents solutions of linear partial differential
equations in terms of stochastic differential euqations. This representation has been …
equations in terms of stochastic differential euqations. This representation has been …
On nonlinear Feynman-Kac formulas for viscosity solutions of semilinear parabolic partial differential equations with gradient-dependent nonlinearities
M Hutzenthaler, K Pohl - arXiv e-prints, 2023 - ui.adsabs.harvard.edu
Abstract The classical Feynman-Kac identity represents solutions of linear partial differential
equations in terms of stochastic differential euqations. This representation has been …
equations in terms of stochastic differential euqations. This representation has been …