https://inflection-quant.pages.dev/tags/monte-carlo/Recent content in Monte Carlo on Inflection Quant LabHugoen-usTue, 28 Apr 2026 00:00:00 +0000https://inflection-quant.pages.dev/articles/quant-foundations/feynmam_kac/Tue, 28 Apr 2026 00:00:00 +0000https://inflection-quant.pages.dev/articles/quant-foundations/feynmam_kac/<h2 id="why-this-matters">Why This Matters</h2> <p>The first time I encountered the Feynman-Kac theorem, I found it fascinating but unintuitive. The theorem claims that a deterministic PDE and the expectation of a stochastic process are two representations of the same object. A PDE is smooth and deterministic. A stochastic expectation involves randomness, probability measures, and averaging over infinitely many paths. How could these be the same thing? I understood the steps of the proof, but I still didn’t have a clear intuition for why this equivalence should exist.</p>