2 papers
math.PR2025
Feynman-Kac formula gor general time dependent stochastic parabolic equation on a bounded domain and applications
Yaozhong Hu, Qun Shi
This paper establishes a Feynman-Kac formula to represent the solution to general time inhomogeneous stochastic parabolic partial differential equations driven by multiplicative fr…
math.PR2024
Strong solution of stochastic differential equations with discontinuous and unbounded coefficients
Yaozhong Hu, Qun Shi
In this paper we study the existence and uniqueness of the strong solution of following d dimensional stochastic differential equation (SDE) driven by Brownian motion: dX(t)=b(t,X(…