Stochastic Integral Representation of Multiplicative Operator Functionals of a Wiener Process

DOI10.2307/1996128MaRDI QIDQ5651983zbMATHOpenAlexFDO

Authors Mark A. Pinsky

Publication date 1972

Full work available at URL https://doi.org/10.2307/1996128

Mathematics Subject Classification ID

Brownian motion (60J65) Initial value problems for second-order parabolic systems (35K45) Transition functions, generators and resolvents (60J35) Local time and additive functionals (60J55) Stochastic integral equations (60H20)

Cites work

• scientific article; zbMATH DE number 3304501 (Why is no real title available?)
• scientific article; zbMATH DE number 3329831 (Why is no real title available?)
• Multiplicative operator functionals of a Markov process
• 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

Cited in

(5)

• Multiplicative matrix-valued functionals and the continuity properties of semigroups corresponding to partial differential operators with matrix-valued coefficients
• Feynman-Kac representation of some noncommutative elliptic operators
• Quantum stochastic convolution cocycles. II
• The birth of random evolutions
• On the quantum Feynman-Kac formula

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