hu.lu.ea:12:feynman-kac¶
BibTeX Entry:
@article{hu.lu.ea:12:feynman-kac,
author = {Hu, Yaozhong and Lu, Fei and Nualart, David},
doi = {10.1214/11-AOP649},
fjournal = {The Annals of Probability},
issn = {0091-1798},
journal = {Ann. Probab.},
mrclass = {60H15 (35K15 35R60 60G22 60H05 60H30)},
mrnumber = {2962086},
mrreviewer = {Ya. \={I}. B\={i}lopol{\cprime}s{\cprime}ka},
number = {3},
pages = {1041--1068},
title = {Feynman-{K}ac formula for the heat equation driven by fractional noise with {H}urst parameter {$H<1/2$}},
url = {https://doi.org/10.1214/11-AOP649},
volume = {40},
year = {2012}
}