Stochastic Integral Representation of Multiplicative Operator Functionals of a Wiener Process
From MaRDI portal
Publication:5651983
DOI10.2307/1996128zbMath0241.60046MaRDI QIDQ5651983
Publication date: 1972
Full work available at URL: https://doi.org/10.2307/1996128
60J65: Brownian motion
35K45: Initial value problems for second-order parabolic systems
60J55: Local time and additive functionals
60J35: Transition functions, generators and resolvents
60H20: Stochastic integral equations
Related Items
Quantum stochastic convolution cocycles. II, Feynman-Kac representation of some noncommutative elliptic operators, On the quantum Feynman-Kac formula
Cites Work
- Unnamed Item
- Unnamed Item
- Note on continuous additive functional of the 1-dimensional Brownian path
- On Square Integrable Martingales
- On certain systems of parabolic equations
- Quelques applications de la formule de changement de variables pour les semimartingales
- Multiplicative operator functionals of a Markov process