The Gauss process generator by the Levy Laplacian and the corresponding Feynman-Kac formula

zbMATH Open0887.60045MaRDI QIDQ1360751FDOQ1360751

O. G. Smolyanov, L. Accardi

Publication date: 8 October 1997

Published in: Doklady Mathematics (Search for Journal in Brave)

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zbMATH Keywords

Brownian motionCauchy problemexistence and uniquenessFeynman-Kac formulacomplex Poisson measureGauss process

Mathematics Subject Classification ID

Gaussian processes (60G15)

Cited In (3)

• Extensions of spaces with cylindrical measures and supports of measures determined by the Lévy Laplacian
• On the parabolic generator of a general one-dimensional Lévy process
• Feynman-Kac formula for the solution of Cauchy's problem with time dependent Lévy generator

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