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Feynman formulas for second-order parabolic equations with variable coefficients

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Abstract

Feynman formulas giving a representation of the solution of a Cauchy problem for a second-order parabolic differential equation are obtained.

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References

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Authors and Affiliations

  1. Department of Mechanics and Mathematics, Moscow State University, Moscow, 119991, Russia

    A. S. Plyashechnik

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  1. A. S. Plyashechnik
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Correspondence to A. S. Plyashechnik.

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Plyashechnik, A.S. Feynman formulas for second-order parabolic equations with variable coefficients. Russ. J. Math. Phys. 20, 377–379 (2013). https://doi.org/10.1134/S1061920813030126

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  • DOI: https://doi.org/10.1134/S1061920813030126

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