scientific article; zbMATH DE number 1500594
zbMATH Open0963.60062MaRDI QIDQ4501616FDOQ4501616
Masao Nagasawa, Hiroshi Tanaka
Publication date: 7 November 2000
Full work available at URL: http://www.numdam.org/item?id=SPS_2000__34__257_0
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stochastic differential equationFeynman-Kac formulatime-changetime-inhomogeneous processBochner subordination
Processes with independent increments; Lévy processes (60G51) Diffusion processes (60J60) PDEs in connection with quantum mechanics (35Q40) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic integral equations (60H20)
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