A Feynman-Kac solution to a random impulsive equation of Schrödinger type

DOI10.14321/realanalexch.36.1.0107zbMath1246.28008MaRDI QIDQ416431

J. Herrera, H. S. Yoon

Publication date: 10 May 2012

Published in: Real Analysis Exchange (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.14321/realanalexch.36.1.0107

zbMATH Keywords

Brownian motion; Henstock integral; partial differential equations; Feynman-Kac formula; impulse

Mathematics Subject Classification ID

46G12: Measures and integration on abstract linear spaces

28C20: Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.)

35R12: Impulsive partial differential equations