Statements (21)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:mathematical_concept
|
| gptkbp:appliesTo |
gptkb:heat_equation
gptkb:Schrödinger_equation |
| gptkbp:describes |
relationship between parabolic partial differential equations and stochastic processes
|
| gptkbp:field |
gptkb:mathematics
gptkb:probability_theory partial differential equations stochastic processes |
| gptkbp:firstPublished |
1949
|
| https://www.w3.org/2000/01/rdf-schema#label |
Feynman–Kac formula
|
| gptkbp:namedAfter |
gptkb:Richard_Feynman
gptkb:Mark_Kac |
| gptkbp:provides |
probabilistic representation of solutions to certain PDEs
|
| gptkbp:relatedTo |
gptkb:Itô_calculus
Brownian motion stochastic differential equations |
| gptkbp:usedIn |
mathematical finance
quantum mechanics statistical physics |
| gptkbp:bfsParent |
gptkb:Mark_Kac
|
| gptkbp:bfsLayer |
6
|