Feynman-Kac formulas for evolution differential equations with white-noise-type coefficients

zbMATH Open0967.60070MaRDI QIDQ1594441FDOQ1594441

Authors O. G. Smolyanov, S. Albeverio 

Publication date 28 January 2001

Published in Doklady Mathematics (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationFeynman-Kac formula

Mathematics Subject Classification ID

Stochastic analysis (60H99) Path integrals in quantum mechanics (81S40)

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Cited In (4)

• Stochastic Feynman–Kac Equations Associated to Lévy–Itô Diffusions
• A Feynman–Kac approach for the spatial derivative of the solution to the Wick stochastic heat equation driven by time homogeneous white noise
• Nonlinear Feynman--Kac formulas for Stochastic Partial Differential Equations with Space-Time Noise
• A Feynman-Kac-type formula for the deterministic and stochastic wave equations and other p.d.e.'s

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