You signed in with another tab or window. Reload to refresh your session.You signed out in another tab or window. Reload to refresh your session.You switched accounts on another tab or window. Reload to refresh your session.Dismiss alert
Question❓
I am new to this topic. Forgive me if I am wrong. It seems the second equation in the Feynman Kac formula has a typo. It should probably be $$u(t, x) = \int_t^T \mathbb{E} \left[ f(X^x_{s-t}, u(s, X^x_{s-t}))ds \right] + \mathbb{E} \left[ u(T, X^x_{T-t}) \right] \tag{2}$$
rather than being $$u(t, x) = \int_t^T \mathbb{E} \left[ f(X^x_{s-t}, u(s, X^x_{s-t}))ds \right] + \mathbb{E} \left[ u(0, X^x_{T-t}) \right] \tag{2}.$$
The text was updated successfully, but these errors were encountered:
Question❓
$$u(t, x) = \int_t^T \mathbb{E} \left[ f(X^x_{s-t}, u(s, X^x_{s-t}))ds \right] + \mathbb{E} \left[ u(T, X^x_{T-t}) \right] \tag{2}$$
$$u(t, x) = \int_t^T \mathbb{E} \left[ f(X^x_{s-t}, u(s, X^x_{s-t}))ds \right] + \mathbb{E} \left[ u(0, X^x_{T-t}) \right] \tag{2}.$$
I am new to this topic. Forgive me if I am wrong. It seems the second equation in the Feynman Kac formula has a typo. It should probably be
rather than being
The text was updated successfully, but these errors were encountered: