Feynman-Kac theorems for generalized diffusions

DOI10.1090/S0002-9947-2015-06278-3MaRDI QIDQ2944926zbMATH OpenFDO

Authors Erik Ekström, Svante Janson, Johan Tysk

Publication date 8 September 2015

Published in Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1210.6472

zbMATH Keywords

Brownian motionFeynman-Kac representationgap diffusionlocal timemartingaleparabolic partial differential equationpartial differential equation with measurable coefficients

Mathematics Subject Classification ID

Degenerate parabolic equations (35K65) PDEs with randomness, stochastic partial differential equations (35R60) Martingales with continuous parameter (60G44) Local time and additive functionals (60J55) Diffusion processes (60J60)

Abstract: We find Feynman-Kac type representation theorems for generalized diffusions. To do this we need to establish existence, uniqueness and regularity results for equations with measure-valued coefficients.

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Cites work

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Cited in

(6)

• A spectral criterion for the finiteness or infiniteness of stopped Feynman-Kac functionals of diffusion processes
• A Feynman-Kac formula for stochastic Dirichlet problems
• A Feynman-Kac result via Markov BSDEs with generalised drivers
• Feynman formulas and functional integrals for diffusion with drift in a domain on a manifold
• About the foundation of the Kubo generalized cumulants theory: a revisited and corrected approach
• On infinitesimal generators and Feynman–Kac integrals of adelic diffusion

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