Perturbations complexes de diffusions

DOI10.1080/17442508708833478MaRDI QIDQ3782544zbMATH OpenOpenAlexFDO

Authors Denis Feyel, Arnaud De La Pradelle

Publication date 1987

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442508708833478

zbMATH Keywords

complex Girsanov/Feynman-Kac formulaDirichlet problemelliptic differential operatormultiplicative functionalSobolev solutions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Probabilistic potential theory (60J45) Multiplicative functionals and Markov processes (60J57)

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