Parabolic equations and Feynman-Kac formula on general bounded domains  

作　　者：张恭庆 蒋美跃 

出　　处：《Science China Mathematics》2001年第3期311-329,共19页中国科学：数学（英文版）

基　　金：This work was supported by the National Natural Science Foundation of China ( Grant No. 19631020) ;Mathematical Center of the Ministry of Education of China, Part of the work was completed while the authors were visiting Department of Mathematics, the

摘　　要：Parabolic equations on general bounded domains are studied. Usingthe 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.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.

关 键 词：maximum principle parabolic equations Feynman-Kac formula 

分 类 号：O175[理学—数学]