Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Integral equation characterization of the Feynman-Kac formula for a
  regime-switching diffusion   In this paper, we provide an integral equation characterization of the
solution to a Cauchy problem associated to the Feynman-Kac formula for a
regime-switching diffusion. We give a sufficient condition to guarantee the
uniqueness of solutions to the integral equation and provide an example in the
context of option pricing under the Ornstein-Uhlenbeck regime-switching model.

4
The categories of this paper are: cond-mat
8
The categories of this paper are: hep-ex
20
The categories of this paper are: acc-phys
35
The categories of this paper are: mtrl-th
30
The categories of this paper are: q-alg
28
The categories of this paper are: alg-geom
17
The categories of this paper are: q-fin
9
The categories of this paper are: nlin
16
The categories of this paper are: stat
31
The categories of this paper are: ao-sci
14
The categories of this paper are: math-ph
24
The categories of this paper are: dg-ga
25
The categories of this paper are: patt-sol
34
The categories of this paper are: chem-ph
3
The categories of this paper are: physics
6
The categories of this paper are: astro-ph