Parabolic equations and Feynman-Kac formula on general bounded domains
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics
Link
http://link.springer.com/content/pdf/10.1007/BF02878712.pdf
Reference9 articles.
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2. Chen, Y. Z., Alexandrov’s maximum principle and Bony’s maximum principle for parabolic equations, Acta Mathematica Applicae Sinica, 1985, 2: 309.
3. Dong, G. C., Nonlinear Second Order Partial Differential Equations, AMS Translations, Providence: AMS, 1991.
4. Krylov, N. V., Nonlinear Elliptic and Parabolic Equations of Second Order, Mathematics and Its Applications, Dordrecht:D. Reidel Publication Company, 1987.
5. Tso, K. S., On the Alexandrov-Bakel’ man type maximum principle for second order parabolic equations, Comm. PDE, 1985, 10: 543.
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