LAGRANGIAN AND HAMILTONIAN FEYNMAN FORMULAE FOR SOME FELLER SEMIGROUPS AND THEIR PERTURBATIONS
DOI10.1142/S0219025712500154zbMath1273.47070arXiv1203.1199OpenAlexW2167860785MaRDI QIDQ4902701
O. G. Smolyanov, Yana Kinderknecht, Rene L. Schilling
Publication date: 17 January 2013
Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1203.1199
Feynman-Kac formulaeapproximations of functional integralsFeynman formulaeapproximations of transition densities
Markov semigroups and applications to diffusion processes (47D07) Diffusion processes (60J60) Transition functions, generators and resolvents (60J35) Schrödinger and Feynman-Kac semigroups (47D08) Representations of solutions to partial differential equations (35C99)
Related Items (14)
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