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

MaRDI QIDQ1594441zbMATH OpenFDO

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)

Recommendations

• scientific article; zbMATH DE number 1779812
• On the Feynman–Kac representation for solutions of the Cauchy problem for parabolic equations in divergence form
• scientific article; zbMATH DE number 4050668
• Stochastic Schrödinger-Belavkin equation and the corresponding equations of Kolmogorov and Lindblad
• A Feynman-Kac-type formula for the deterministic and stochastic wave equations and other p.d.e.'s

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

This page was built for publication: Feynman-Kac formulas for evolution differential equations with white-noise-type coefficients

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1594441)