The operator-valued Feynman-Kac formula with noncommutative operators

DOI10.1016/0022-1236(80)90058-0zbMath0442.60073MaRDI QIDQ1143717

John W. Hagood

Publication date: 1980

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-1236(80)90058-0

zbMATH Keywords

evolution equation; random evolution; multiplicative operator functional

Mathematics Subject Classification ID

60J25: Continuous-time Markov processes on general state spaces

47D07: Markov semigroups and applications to diffusion processes

47D03: Groups and semigroups of linear operators

60J35: Transition functions, generators and resolvents

Related Items

Stochastic prodict interal w.r.t. infinite dimensional semimartingale: iii-strong operator topology case, The birth of random evolutions

Cites Work

• Random evolutions: A survey of results and problems
• Abstract martingale convergence theorems
• Sufficient Conditions for an Operator-Valued Feynman-Kac Formula
• RANDOM EVOLUTIONS, MARKOV CHAINS, AND SYSTEMS OF PARTIAL DIFFERENTIAL EQUATIONS
• Abstract Evolution Equations
• Theory of Random Evolutions with Applications to Partial Differential Equations
• Non‐commuting random evolutions, and an operator‐valued Feynman‐Kac formula
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