Mertz, Laurent, Georg Stadler, and Jonathan Wylie. "A Feynman–Kac formula approach for computing expectations and threshold crossing probabilities of non-smooth stochastic dynamical systems." Physica D: Nonlinear Phenomena 397 (2019): 25-38.
Mertz, Laurent, Georg Stadler, and Jonathan Wylie. "A Feynman–Kac formula approach for computing expectations and threshold crossing probabilities of non-smooth stochastic dynamical systems." Physica D: Nonlinear Phenomena 397 (2019): 25-38.