New Feynman-Kac type formula

DOI10.1016/0034-4877(93)90023-8zbMath0810.60055OpenAlexW2102182927MaRDI QIDQ1322728

Marek Rybaczuk, Andrzej Mạdrecki

Publication date: 9 April 1995

Published in: Reports on Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0034-4877(93)90023-8

zbMATH Keywords

nonstandard analysisFeynman-Kac type formulaasymptotically stable motion

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items

Iterated Brownian motion in an open set. ⋮ Laws of the iterated logarithm for iterated Wiener processes ⋮ Infinite dimensional oscillatory integrals with polynomial phase and applications to higher-order heat-type equations ⋮ An Itô calculus for a class of limit processes arising from random walks on the complex plane ⋮ Probabilistic representations for the solution of higher order differential equations ⋮ High order heat-type equations and random walks on the complex plane

Cites Work

• A second order splitting method for the Cahn-Hilliard equation
• Gaussian measures in Banach spaces
• A signed measure on path space related to Wiener measure
• Symmetric form of the Hudson-Parthasarathy stochastic equation
• Handbook of stochastic methods for physics, chemistry and natural sciences.
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