Timeline for Proof of Feynman Kac formula
Current License: CC BY-SA 3.0
9 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jul 6, 2018 at 21:30 | comment | added | Andrew Kirk | Yes. That's why I said online. | |
| Jul 5, 2018 at 15:56 | comment | added | Hans | Regarding your question #2, did you read my second sentence of my last comment? | |
| Jul 5, 2018 at 8:39 | comment | added | Andrew Kirk | @Hans. Yes that's right. I realised that some time after I posted the above, so question 1 is dissolved. My question number 2 remains though. I'd appreciate any link to an online proof. | |
| Jul 4, 2018 at 6:37 | comment | added | Hans | The premise of the proposition is that $u$ satisfies the parabolic partial differential equation (PDE) and therefore is twice differentiable with respect to $x$ and the second derivative thereof is continuous. The existence and uniqueness of the solution of the PDE is the property of the PDE which can be found in any decent (parabolic) PDE textbook. So it is also implied. These allows the proof to go through without a problem. | |
| Mar 8, 2016 at 20:14 | history | migrated | from math.stackexchange.com (revisions) | ||
| Mar 8, 2016 at 14:16 | comment | added | Jyrki Lahtonen | The suggestion to move this to MO has been noted. I am collecting more informed opinions (than what the team of moderators can muster up). Leaving this comment here so that others will see it. | |
| Mar 6, 2016 at 9:59 | comment | added | Andrew Kirk | Ah, OK. I found the answer about the diff between MathSE and mathoverflow at meta.math.stackexchange.com/questions/41/…. You're right, it sounds like that may be a good place to try. I'll do that, but keep an eye on this as well in case anybody here can answer it. | |
| Mar 6, 2016 at 5:03 | comment | added | Andrew Kirk | No. I didn't know that was a different place. When I follow the link, they both have the StackExchange labels at the top of the page, so they seem to be part of the same site. What's the difference between Mathematics StackExchange and math_overflow? Sorry if that's a dumb question. I find this site very confusing. | |
| Mar 6, 2016 at 3:33 | history | asked | Andrew Kirk | CC BY-SA 3.0 |