The Black–Scholes equation in stochastic volatility models

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Feynman–Kac formulas for regime-switching jump diffusions and their applications (2015, background): “Numerous applications have been found; see, for example, [7, 10, 18] (finance), [2, 28] (DNA breathing dynamics, physics, and computer science), and [9] (statistical physics, biology, and engineering problems).”
Bubbles, convexity and the Black–Scholes equation (2009, methodology): “We will nevertheless use this framework to study the Black–Scholes equation partly because of the interest in its own right, and partly because the problems that arise in this context also arise when one, for instance, considers stochastic volatility models; compare [7, 11] and [13].”