A generalized Feynman-Kac formula for the stochastic heat problem with anticipating initial conditions

Benth, Fred Espen

January 01, 1996

SAND

• ISBN:
• Author(s): Benth, Fred Espen
• Title: A generalized Feynman-Kac formula for the stochastic heat problem with anticipating initial conditions
• Volume/number:
• Name and number of project:
• Journal: Stochastic Analysis and Related Topics V: The Silivri Workshop 1994
• Page(s):
• Conference: The Oslo-Silivri Workshop on Stochastic Analysis 1994. Silivri, Turkey
• Refereed: 1
• Publisher: Birkhauser Verlag
• Published date: January 01, 1996
• Book title:
• Editor: Korezlioglu, H; Øksendal, B; Ustunel, AS