scientific article; zbMATH DE number 850213

MaRDI QIDQ4866232zbMATH OpenFDO

Authors Fred Espen Benth

Publication date 4 March 1996

zbMATH Keywords

anticipating initial conditionelliptic partial differential operatorFeynman-Kac formulanonlinear filtering

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Cited in

(7)

• Almost sure approximation of Wong-Zakai type for stochastic partial differential equations
• The stochastic heat equation: Feynman-Kac formula and intermittence.
• A stochastic feynman-kac formula for anticipating spde's, and application to nonlinear smoothing
• GENERALIZED FEYNMAN–KAC FORMULA WITH STOCHASTIC POTENTIAL
• Nonautonomous Kato classes of measures and Feynman-Kac propagators
• A Feynman–Kac approach for the spatial derivative of the solution to the Wick stochastic heat equation driven by time homogeneous white noise
• Itô method for proving the Feynman-Kac formula for the Euclidean analog of the stochastic Schrödinger equation

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