First order Feynman-Kac formula
From MaRDI portal
Publication:1660309
DOI10.1016/j.spa.2017.10.010zbMath1405.60123arXiv1608.03856MaRDI QIDQ1660309
Publication date: 15 August 2018
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1608.03856
Feynman-Kac formula; Gaussian bounds for fundamental solutions of parabolic equations; logarithmic heat kernels; manifold with a pole; semi-classical bridge
60H30: Applications of stochastic analysis (to PDEs, etc.)
60J60: Diffusion processes
58J70: Invariance and symmetry properties for PDEs on manifolds
58J65: Diffusion processes and stochastic analysis on manifolds