Green, Brown, and Probability and Brownian Motion on the Line
Brownian motionharmonic functionboundary value problemhitting timetransienceGreen's second identitystrong Markov propertyFeynman-Kac functionalCoulomb's potentialNewton's potential
Markov semigroups and applications to diffusion processes (47D07) Diffusion processes (60J60) Brownian motion (60J65) Harmonic, subharmonic, superharmonic functions on other spaces (31C05) Sample path properties (60G17) Martingales with continuous parameter (60G44) Transition functions, generators and resolvents (60J35) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Probabilistic potential theory (60J45) Schrödinger and Feynman-Kac semigroups (47D08)
- scientific article; zbMATH DE number 1817636 (Why is no real title available?)
- scientific article; zbMATH DE number 942202 (Why is no real title available?)
- Numerical solution of the Robin problem of Laplace equations with a Feynman-Kac formula and reflecting Brownian motions
- Ergodicity for population dynamics by pure-jump noise with switching
- A path integral Monte Carlo (PIMC) method based on Feynman-Kac formula for electrical impedance tomography
- scientific article; zbMATH DE number 3934160 (Why is no real title available?)
- Random walk and the heat equation
- Some variations on Kac's formula for Brownian motion
- On large deviation principles and the Monge-Ampère equation (following Berman, Hultgren)
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