{"external_id":{"isi":["000458945300012"],"arxiv":["1611.04177"]},"quality_controlled":"1","publication":"Stochastic Processes and their Applications","status":"public","day":"01","main_file_link":[{"open_access":"1","url":"https://arxiv.org/abs/1611.04177"}],"date_published":"2019-03-01T00:00:00Z","scopus_import":"1","doi":"10.1016/j.spa.2018.04.003","citation":{"ieee":"M. Gerencser and I. Gyöngy, “A Feynman–Kac formula for stochastic Dirichlet problems,” <i>Stochastic Processes and their Applications</i>, vol. 129, no. 3. Elsevier, pp. 995–1012, 2019.","ama":"Gerencser M, Gyöngy I. A Feynman–Kac formula for stochastic Dirichlet problems. <i>Stochastic Processes and their Applications</i>. 2019;129(3):995-1012. doi:<a href=\"https://doi.org/10.1016/j.spa.2018.04.003\">10.1016/j.spa.2018.04.003</a>","chicago":"Gerencser, Mate, and István Gyöngy. “A Feynman–Kac Formula for Stochastic Dirichlet Problems.” <i>Stochastic Processes and Their Applications</i>. Elsevier, 2019. <a href=\"https://doi.org/10.1016/j.spa.2018.04.003\">https://doi.org/10.1016/j.spa.2018.04.003</a>.","mla":"Gerencser, Mate, and István Gyöngy. “A Feynman–Kac Formula for Stochastic Dirichlet Problems.” <i>Stochastic Processes and Their Applications</i>, vol. 129, no. 3, Elsevier, 2019, pp. 995–1012, doi:<a href=\"https://doi.org/10.1016/j.spa.2018.04.003\">10.1016/j.spa.2018.04.003</a>.","ista":"Gerencser M, Gyöngy I. 2019. A Feynman–Kac formula for stochastic Dirichlet problems. Stochastic Processes and their Applications. 129(3), 995–1012.","apa":"Gerencser, M., &#38; Gyöngy, I. (2019). A Feynman–Kac formula for stochastic Dirichlet problems. <i>Stochastic Processes and Their Applications</i>. Elsevier. <a href=\"https://doi.org/10.1016/j.spa.2018.04.003\">https://doi.org/10.1016/j.spa.2018.04.003</a>","short":"M. Gerencser, I. Gyöngy, Stochastic Processes and Their Applications 129 (2019) 995–1012."},"language":[{"iso":"eng"}],"issue":"3","article_processing_charge":"No","publisher":"Elsevier","abstract":[{"text":"A representation formula for solutions of stochastic partial differential equations with Dirichlet boundary conditions is proved. The scope of our setting is wide enough to cover the general situation when the backward characteristics that appear in the usual formulation are not even defined in the Itô sense.","lang":"eng"}],"user_id":"4359f0d1-fa6c-11eb-b949-802e58b17ae8","department":[{"_id":"JaMa"}],"_id":"301","title":"A Feynman–Kac formula for stochastic Dirichlet problems","volume":129,"date_updated":"2023-08-24T14:20:49Z","month":"03","page":"995-1012","date_created":"2018-12-11T11:45:42Z","type":"journal_article","year":"2019","author":[{"last_name":"Gerencser","full_name":"Gerencser, Mate","id":"44ECEDF2-F248-11E8-B48F-1D18A9856A87","first_name":"Mate"},{"full_name":"Gyöngy, István","last_name":"Gyöngy","first_name":"István"}],"isi":1,"article_type":"original","publication_status":"published","oa":1,"oa_version":"Preprint","intvolume":"       129"}