An asymptotic expansion of the solution of a semi-linear partial differential equation implied by a nonlinear Feynman–Kac formula
This paper introduces an asymptotic expansion for the smooth solution of a semi-linear partial differential equation. Our scheme is based on Itô’s formula, Taylor’s expansion, nonlinear Feynman–Kac formula and some algebras.
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| Format: | Article |
| Language: | English |
| Published: |
World Scientific Publishing
2024-12-01
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| Series: | International Journal of Mathematics for Industry |
| Subjects: | |
| Online Access: | https://www.worldscientific.com/doi/10.1142/S2661335224500023 |
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