A discrete Feynman-Kac formula

DOI10.1016/0378-3758(93)90034-4MaRDI QIDQ1209640zbMATH OpenOpenAlexFDO

Authors Endre Csáki

Publication date 16 May 1993

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0378-3758(93)90034-4

zbMATH Keywords

eigenvalue problemFeynman-Kac formulasymmetric random walk

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Combinatorial probability (60C05)

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Cites work

• scientific article; zbMATH DE number 3069511 (Why is no real title available?)
• Conditional expectations of Brownian functionals and their applications
• Feynman Integrals and the Schrödinger Equation
• Kac functional and Schrödinger equation
• On Distributions of Certain Wiener Functionals
• On the first hitting time and the last exit time for a Brownian motion to/from a moving boundary
• Some variations on Kac's formula for Brownian motion
• Space-time approach to non-relativistic quantum mechanics

Cited in

(6)

• A path-transformation for random walks and the Robinson-Schensted correspondence
• Decay of harmonic functions for discrete time Feynman-Kac operators with confining potentials
• EXTENDED FEYNMAN FORMULA FOR THE HARMONIC OSCILLATOR BY THE DISCRETE TIME METHOD
• A Feynman-Kac approach to a paper of Chung and Feller on fluctuations in the coin-tossing game
• Some results for two-dimensional random walk. II: Additive functionals
• scientific article; zbMATH DE number 3976065 (Why is no real title available?)

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