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Browsing EPrint Collection - Mathematics by Subject "Feynman-Kac formula"

Browsing EPrint Collection - Mathematics by Subject "Feynman-Kac formula"

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  • Burdzy, Krzysztof; Chen, Zhen-Qing; Sylvester, John (Institute of Mathematical Statistics, 2004-01)
    The paper is concerned with reflecting Brownian motion (RBM) in domains with deterministic moving boundaries, also known as "non-cylindrical domains," and its connections with partial differential equations. Construction ...

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