scientific article; zbMATH DE number 1996168

MaRDI QIDQ4431997zbMATH OpenFDO

Authors J. Van Casteren

Publication date 2003

zbMATH Keywords

Feynman-Kac formulaHamilton-Jacobi-Bellman equationviscosity solutionFeller semigroupsextension of generatorsNoether observablestochastic Noether theorem

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Continuous-time Markov processes on general state spaces (60J25) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Applications of stochastic analysis (to PDEs, etc.) (60H30) Perturbation theories for operators and differential equations in quantum theory (81Q15)

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