The author is concerned with an analogue of the Feynman-Kac formula for a simple symmetric random walk. For a clear understanding of the study several examples are discussed in detail. Particularly the eigenvalue problem and the random number of steps are also illustrated by examples.
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Cites work
- Conditional expectations of Brownian functionals and their applications
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Cited in
(6)- Some results for two-dimensional random walk. II: Additive functionals
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