Adopting Feynman–Kac Formula in Stochastic Differential Equations with (Sub-)Fractional Brownian Motion
The aim of this work is to establish and generalize a relationship between fractional partial differential equations (fPDEs) and stochastic differential equations (SDEs) to a wider class of stochastic processes, including fractional Brownian motions <inline-formula><math xmlns="http://...
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| Format: | Article |
| Language: | English |
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MDPI AG
2022-01-01
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| Series: | Mathematics |
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| Online Access: | https://www.mdpi.com/2227-7390/10/3/340 |