Kac's moment formula and the Feynman-Kac formula for additive functionals of a Markov process
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Publication:1593590
DOI10.1016/S0304-4149(98)00081-7zbMath0962.60067OpenAlexW2062072970WikidataQ56689528 ScholiaQ56689528MaRDI QIDQ1593590
Jim W. Pitman, Patrick J. Fitzsimmons
Publication date: 17 January 2001
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4149(98)00081-7
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