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We establish a version of the Feynman-Kac formula for the multidimensional stochastic heat equation with a multiplicative fractional Brownian sheet. We use the techniques of Malliavin calculus to prove that the process defined by the Feynman-Kac formula is a weak solution of the stochastic heat equa...
UpdatedApr 7, 2024 Ruby rutujsg/math_cheat_sheet Star18 Code Issues Pull requests A cheat sheet and reference guide for undergraduate mathematics courses cheat-sheetsformulaeengineeringformulaintegrationcalculusalgebramathphysicsmatrixlinear-algebracheatsheetderivativesiupuipurduevector-mathindiana-universitylimits...
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