Solves the generalized Feynman-Kac PDE.

The FeynmanKac..::.IPdeCoefficients type exposes the following members.

Methods

NameDescription
Kappa
Returns the value of the \kappa coefficient at the given point.
Mu
Returns the value of the \mu coefficient at the given point.
Sigma
Returns the value of the \sigma coefficient at the given point.
SigmaPrime
Returns the value of \sigma^\prime=\frac{\partial \sigma(x,t)}{\partial x} at the given point.

See Also