scientific article; zbMATH DE number 25411

MaRDI QIDQ3983196zbMATH OpenFDO

Authors Catherine Savona

Publication date 27 June 1992

zbMATH Keywords

infinitesimal generatorpartial differential equationstochastic differential equation

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Continuous-time Markov processes on general state spaces (60J25)

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Cited in

(23)

• Feynman-Kac formula associated with a system of partial differential operators
• On the Feynman-Kac formula and its applications to filtering theory
• New Feynman-Kac type formula
• Versions of the Feynman-Kac formula
• Feynman-Kac formula for switching diffusions: connections of systems of partial differential equations and stochastic differential equations
• On existence and uniqueness properties for solutions of stochastic fixed point equations
• Feynman-Kac formula under a finite entropy condition
• Integral equation characterization of the Feynman-Kac formula for a regime-switching diffusion
• Feynman-Kac theorem about Cauchy problem of extended second-order parabolic equation
• Feynman-Kac theorem in Hilbert spaces
• Feynman-Kac theorems for generalized diffusions
• Some remarks on the Feynman–Kac formula
• scientific article; zbMATH DE number 4207967 (Why is no real title available?)
• Feynman-Kac formulas, backward stochastic differential equations and Markov processes
• scientific article; zbMATH DE number 3983942 (Why is no real title available?)
• scientific article; zbMATH DE number 4050668 (Why is no real title available?)
• On the solution of Kac-type partial differential equations
• scientific article; zbMATH DE number 1047477 (Why is no real title available?)
• scientific article; zbMATH DE number 1086509 (Why is no real title available?)
• On the Feynman–Kac Formula
• On the well-posedness of a class of McKean Feynman-Kac equations
• Stochastic Feynman–Kac Equations Associated to Lévy–Itô Diffusions
• Stochastic Feynman-Kac formula

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