Feynman formulas and functional integrals for diffusion with drift in a domain on a manifold (Q2517979): Difference between revisions

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Feynman formulas and functional integrals for diffusion with drift in a domain on a manifold
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    Feynman formulas and functional integrals for diffusion with drift in a domain on a manifold (English)
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    12 January 2009
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    diffusion with drift
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    Feynman formula
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    functional integral
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    Riemannian manifold
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    Cauchy-Dirichlet problem
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    Weizsäcker-smolyanov surface measure
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    Wiener measure
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    path integral
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    Feynman-Kac-itô formula
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