Pages that link to "Item:Q5788484"
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The following pages link to On Distributions of Certain Wiener Functionals (Q5788484):
Displaying 50 items.
- Distribution of functionals of special diffusions with jumps (Q292312) (← links)
- A Feynman-Kac-type formula for Lévy processes with discontinuous killing rates (Q331363) (← links)
- Numerical solution of the Robin problem of Laplace equations with a Feynman-Kac formula and reflecting Brownian motions (Q334322) (← links)
- From particles scale to anomalous or classical convection-diffusion models with path integrals (Q371120) (← links)
- Fractional Feynman-Kac equation with space-dependent anomalous exponent (Q377766) (← links)
- A survey of the Schrödinger problem and some of its connections with optimal transport (Q379829) (← links)
- Probabilistic representation of weak solutions of partial differential equations with polynomial growth coefficients (Q430972) (← links)
- Non-Gaussian Lagrangian Feynman-Kac formulas (Q483647) (← links)
- Nonequilibrium Markov processes conditioned on large deviations (Q496165) (← links)
- Stochastic representations for the wave equation on graphs and their scaling limits (Q504901) (← links)
- Asymptotic option pricing under the CEV diffusion (Q615913) (← links)
- On distributions of functionals of anomalous diffusion paths (Q616242) (← links)
- Applications of some formulas for finite Markov chains (Q617702) (← links)
- Hamiltonian Feynman-Kac and Feynman formulae for dynamics of particles with position-dependent mass (Q649917) (← links)
- Spectral gaps and exponential integrability of hitting times for linear diffusions (Q720737) (← links)
- The distribution of the area under a Bessel excursion and its moments (Q743417) (← links)
- Nonlinear Volterra functional equations and linear parabolic differential systems (Q768587) (← links)
- Error estimates for backward fractional Feynman-Kac equation with non-smooth initial data (Q785560) (← links)
- Distribution of integral functionals of a Brownian motion process (Q800055) (← links)
- Stochastic methods for Dirichlet problems (Q812077) (← links)
- Quantum field theory on curved backgrounds. I: The Euclidean functional integral (Q883050) (← links)
- Infinite dimensional oscillatory integrals as projective systems of functionals (Q904193) (← links)
- Distributions of functionals of diffusions with jumps, stopped at random times (Q906764) (← links)
- On certain functionals of the maximum of Brownian motion and their applications (Q906922) (← links)
- Multilevel Monte Carlo for the Feynman-Kac formula for the Laplace equation (Q906958) (← links)
- Numerical solution of some partial differential equations by means of a deterministic method of approximate functional integration (Q1016227) (← links)
- On the character of convergence to Brownian local time. I (Q1062357) (← links)
- Microscopic open systems (Q1070680) (← links)
- New framework for the Feynman path integral (Q1087197) (← links)
- Unbiased Monte Carlo evaluation of certain functional integrals (Q1089719) (← links)
- Nonlinear parametric oscillations in certain stochastic systems: A random van der Pol oscillator (Q1108662) (← links)
- Conditional expectations of Brownian functionals and their applications (Q1122236) (← links)
- A new approach to fractional Brownian motion of order \(n\) via random walk in the complex plane (Q1125133) (← links)
- Pathwise smoothing of Markov processes with noisy observations (Q1172866) (← links)
- Tables of distributions of functionals of Brownian motion (Q1207900) (← links)
- The Laplace transform of annuities certain with exponential time distribution (Q1209483) (← links)
- A discrete Feynman-Kac formula (Q1209640) (← links)
- The spectrum of Hill's equation (Q1222779) (← links)
- Distribution results for the occupation measures of continuous Gaussian fields (Q1248991) (← links)
- Application of the Feynman-Kac path integral method in finding the ground state of quantum systems (Q1301533) (← links)
- The arc-sine law and its analogs for processes governed by signed and complex measures (Q1338749) (← links)
- The distributions of annuities (Q1341325) (← links)
- Versions of the Feynman-Kac formula (Q1575978) (← links)
- Kac's moment formula and the Feynman-Kac formula for additive functionals of a Markov process (Q1593590) (← links)
- Getting a stochastic process from a conservative Lagrangian: a first approach (Q1619216) (← links)
- Importance sampling for Kolmogorov backward equations (Q1621680) (← links)
- Sample path properties of \(G\)-Brownian motion (Q1659308) (← links)
- Occupation time of a randomly accelerated particle on the positive half axis: results for the first five moments (Q1696955) (← links)
- Pricing weather derivatives with partial differential equations of the Ornstein-Uhlenbeck process (Q1732382) (← links)
- Distributions of functionals of switching diffusions (Q1746400) (← links)
