Parabolic equations and Feynman-Kac formula on general bounded domains

被引：5

作者：

Zhang, GQ ^{[1
]}

Jiang, MY ^{[1
]}

机构：

[1] Peking Univ, Sch Math Sci, Beijing 100871, Peoples R China

来源：

SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY | 2001年 / 44卷 / 03期

基金：

中国国家自然科学基金;

关键词：

maximum principle; parabolic equations; Feymman-Kac formula;

D O I：

10.1007/BF02878712

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

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.

引用

页码：311 / 329

页数：19

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