Feynman-Kac theorem in Hilbert spaces
In this article we study the relationship between solutions to Cauchy problems for the abstract stochastic differential equation $dX(t)=AX(t)dt + BdW(t)$ and solutions to Cauchy problems (backward and forward) for the infinite dimensional deterministic partial differential equation $$ \pm\frac{...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Texas State University
2014-10-01
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| Series: | Electronic Journal of Differential Equations |
| Subjects: | |
| Online Access: | http://ejde.math.txstate.edu/Volumes/2014/208/abstr.html |