Abstract
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.
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Zhang, G., Jiang, M. Parabolic equations and Feynman-Kac formula on general bounded domains. Sci. China Ser. A-Math. 44, 311–329 (2001). https://doi.org/10.1007/BF02878712
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DOI: https://doi.org/10.1007/BF02878712