ファインマン-カッツの公式
1. Feynman–Kac formulaThe Feynman–Kac formula, named after Richard Feynman and Mark Kac, establishes a link between parabolic partial differential equations (PDEs) and stochastic processes. It offers a method of solving certain PDEs by simulating random paths of a stochastic process. Conversely, an important class of expectations of random processes can be computed by deterministic methods.
Read “Feynman–Kac formula” on English Wikipedia
Read “ファインマン-カッツの公式” on Japanese Wikipedia
Read “Feynman–Kac formula” on DBpedia
Read “Feynman–Kac formula” on English Wikipedia
Read “ファインマン-カッツの公式” on Japanese Wikipedia
Read “Feynman–Kac formula” on DBpedia
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