On Distributions of Certain Wiener Functionals
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Cites work
- scientific article; zbMATH DE number 3053480 (Why is no real title available?)
- On certain limit theorems of the theory of probability
- On the Average of a Certain Wiener Functional and a Related Limit Theorem in Calculus of Probability
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- The Wiener Measure of Hilbert Neighborhoods in the Space of Real Continuous Functions
Cited in
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- On the character of convergence to Brownian local time. I
- Microscopic open systems
- New framework for the Feynman path integral
- Unbiased Monte Carlo evaluation of certain functional integrals
- Nonlinear parametric oscillations in certain stochastic systems: A random van der Pol oscillator
- Conditional expectations of Brownian functionals and their applications
- A new approach to fractional Brownian motion of order \(n\) via random walk in the complex plane
- Pathwise smoothing of Markov processes with noisy observations
- Tables of distributions of functionals of Brownian motion
- The Laplace transform of annuities certain with exponential time distribution
- A discrete Feynman-Kac formula
- The spectrum of Hill's equation
- Distribution results for the occupation measures of continuous Gaussian fields
- Application of the Feynman-Kac path integral method in finding the ground state of quantum systems
- The arc-sine law and its analogs for processes governed by signed and complex measures
- The distributions of annuities
- Versions of the Feynman-Kac formula
- Kac's moment formula and the Feynman-Kac formula for additive functionals of a Markov process
- Getting a stochastic process from a conservative Lagrangian: a first approach
- Importance sampling for Kolmogorov backward equations
- Sample path properties of G-Brownian motion
- Occupation time of a randomly accelerated particle on the positive half axis: results for the first five moments
- Pricing weather derivatives with partial differential equations of the Ornstein-Uhlenbeck process
- Distributions of functionals of switching diffusions
- The Vlasov-Poisson-Fokker-Planck equation in an interval with kinetic absorbing boundary conditions
- Asymptotics of the distribution of the integral of the positive part of the Brownian bridge for large arguments
- Path integral pricing of wasabi option in the Black-Scholes model
- Potential theory, path integrals and the Laplacian of the indicator
- On the distribution of the square integral of the Brownian bridge
- Conditional function space integrals with applications
- A stochastic differential equation code for multidimensional Fokker-Planck type problems
- Notes on functional integration
- A random walk model for the Schrödinger equation
- Probabilistic representation formula for the solution of fractional high-order heat-type equations
- Some formulas for the generalized analytic Feynman integrals on the Wiener space
- The link between stochastic differential equations with non-Markovian coefficients and backward stochastic partial differential equations
- Stochastic quantization on Lorentzian manifolds
- Analyzing stochastic computer models: a review with opportunities
- Toward the nonequilibrium thermodynamic analog of complexity and the Jarzynski identity
- Feynman-Kac formula under a finite entropy condition
- The dialectics archetypes/types (universal categorical constructions/concrete models) in the work of Alexander Grothendieck
- A forward-backward probabilistic algorithm for the incompressible Navier-Stokes equations
- Schrödinger's equation as a consequence of the central limit theorem without assuming prior physical laws
- The deep parametric PDE method and applications to option pricing
- Barrierless reaction kinetics : different distribution functions of relevant Brownian functionals
- Dynamics of lineages in adaptation to a gradual environmental change
- Derivation of Feynman-Kac and Bloch-Torrey equations in a trapping medium
- Joint distributions of functionals of the telegraph process and switching diffusions
- Enhanced group analysis of a semi linear generalization of a general bond-pricing equation
- Distributions of functionals of switching diffusions with jumps
- Reconstructing bifurcation behavior of a nonlinear dynamical system by introducing weak noise
- On exact and asymptotic formulas for the distribution of the integral of a squared Brownian motion with drift
- Mean reversion in stochastic mortality: why and how?
- What is the fractional Laplacian? A comparative review with new results
- Theta functions and Brownian motion
- Optimization of market stochastic dynamics
- High-order BDF fully discrete scheme for backward fractional Feynman-Kac equation with nonsmooth data
- Analytical methods for perfect wedge diffraction: a review
- Distribution of functionals of a Brownian motion with nonstandard switching
- Self-dual noncommutative \(\phi^4\)-theory in four dimensions is a non-perturbatively solvable and non-trivial quantum field theory
- American step options
- Pricing and hedging in incomplete markets with model uncertainty
- On the history of the St. Petersburg school of probability and statistics. III: Distributions of functionals of processes, stochastic geometry, and extrema
- Stochastic representations for solutions to parabolic Dirichlet problems for nonlocal Bellman equations
- On the space of infinite dimensional integrable functions
- Indirect measurements of a harmonic oscillator
- Numerical algorithms of the two-dimensional Feynman-Kac equation for reaction and diffusion processes
- Existence result for an age-structured SIS epidemic model with spatial diffusion
- Optimal life schedule with stochastic growth in age-size structured models: theory and an application
- Numerical algorithms for the forward and backward fractional Feynman-Kac equations
- Numerical approaches to the functional distribution of anomalous diffusion with both traps and flights
- An analytic expression for the distribution of the generalized Shiryaev-Roberts diffusion. The Fourier spectral expansion approach
- A stochastic control verification theorem for the dequantized Schrödinger equation not requiring a duration restriction
- Transformations of diffusions with jumps
- Distribution of sojourn time for a Brownian motion with jumps
- Fractional generalization of Kac integral
- Asymptotics of the distribution of the integral of the absolute value of the Brownian bridge for large arguments
- Two-sided bounds for degenerate processes with densities supported in subsets of \(\mathbb R^N\)
- A random cloud model for the Schrödinger equation
- Frechet-Volterra variational equations, boundary value problems, and function space integrals
- Existence and uniqueness of solution of some function-space differential equations. II
- Differential and stochastic equations in abstract Wiener space
- Diffusion processes with identical bridges
- Distributions of functionals of diffusions with nonstandard switching
- Nonlocal fully nonlinear parabolic differential equations arising in time-inconsistent problems
- Diffusion-weighted magnetic resonance signal for general gradient waveforms: multiple correlation function framework, path integrals, and parallels between them
- Distribution of functionals of special diffusions with jumps
- An introduction to quantum annealing
- Boundary crossing result for the brownian motion
- Correlated continuous-time random walks -- scaling limits and Langevin picture
- Distribution of the least-squares estimators of a single Brownian trajectory diffusion coefficient
- Dynamical properties of single-file diffusion
- Large deviation function of a tracer position in single file diffusion
- Occupation time statistics of the random acceleration model
- Mean first passage times for piecewise deterministic Markov processes and the effects of critical points
- A Feynman-Kac-type formula for Lévy processes with discontinuous killing rates
- Numerical solution of the Robin problem of Laplace equations with a Feynman-Kac formula and reflecting Brownian motions
- From particles scale to anomalous or classical convection-diffusion models with path integrals
- Fractional Feynman-Kac equation with space-dependent anomalous exponent
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