scientific article; zbMATH DE number 850213

zbMATH Open0848.60061MaRDI QIDQ4866232FDOQ4866232

Authors: Fred Espen Benth 

Publication date: 4 March 1996

Title of this publication is not available (Why is that?)

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zbMATH Keywords

Feynman-Kac formulanonlinear filteringelliptic partial differential operatoranticipating initial condition

Mathematics Subject Classification ID

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

Cited In (6)

• A stochastic feynman-kac formula for anticipating spde's, and application to nonlinear smoothing
• GENERALIZED FEYNMAN–KAC FORMULA WITH STOCHASTIC POTENTIAL
• The stochastic heat equation: Feynman-Kac formula and intermittence.
• Almost sure approximation of Wong-Zakai type for stochastic partial differential equations
• 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

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