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math.AP2021

A probabilistic point of view for the Kolmogorov hypoelliptic equations

Pierre Etoré, Jose R León, Clémentine Prieur

In this work, we propose a method for solving Kolmogorov hypoelliptic equations based on Fourier transform and Feynman-Kac formula. We first explain how the Feynman-Kac formula can…