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There is actually even a connection between PDEs and SDEs (stochastic differential equations), namely the Feynman-Kac formula which is used a lot in financial m
by brewmarche 6y ago
There is actually even a connection between PDEs and SDEs (stochastic differential equations), namely the Feynman-Kac formula which is used a lot in financial mathematics, but it generally allows you to switch between the expectation operator and solving a PDE.