Quadratic forms for Feynman-Kac semigroups

DOI10.1016/j.physleta.2005.12.113zbMath1181.60108MaRDI QIDQ2267197

Charalambos D. Charalambous, Joseph L. Hibey

Publication date: 1 March 2010

Published in: Physics Letters. A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physleta.2005.12.113

zbMATH Keywords

semigroups; Dirichlet problems; stochastic differential equations; quadratic forms; variational problems; resolvents; partial differential equations; Feynman-Kac; Cameron-Martin-Girsanov

Mathematics Subject Classification ID

60H30: Applications of stochastic analysis (to PDEs, etc.)

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

60J35: Transition functions, generators and resolvents

47D08: Schrödinger and Feynman-Kac semigroups

47N30: Applications of operator theory in probability theory and statistics

Cites Work

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