Publication:4501616
From MaRDI portal
zbMath0963.60062MaRDI QIDQ4501616
Masao Nagasawa, Hiroshi Tanaka
Publication date: 7 November 2000
Full work available at URL: http://www.numdam.org/item?id=SPS_2000__34__257_0
stochastic differential equation; Feynman-Kac formula; time-change; time-inhomogeneous process; Bochner subordination
60G51: Processes with independent increments; Lévy processes
60H30: Applications of stochastic analysis (to PDEs, etc.)
60J60: Diffusion processes
35Q40: PDEs in connection with quantum mechanics
60H20: Stochastic integral equations
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