Source: wikibot/feynman-kac-formula
= Feynman–Kac formula
{wiki=Feynman–Kac_formula}
The Feynman-Kac theorem is a fundamental result in stochastic processes, particularly in the context of linking partial differential equations (PDEs) with stochastic processes, specifically Brownian motion. It provides a way to express the solution of a certain type of PDE in terms of expectations of functionals of stochastic processes, such as those arising from Brownian motion.