Stochastic Integral Representation of Multiplicative Operator Functionals of a Wiener Process

DOI10.2307/1996128zbMATH Open0241.60046OpenAlexW4238290012MaRDI QIDQ5651983FDOQ5651983

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

• Title not available (Why is that?)
• Title not available (Why is that?)
• Quelques applications de la formule de changement de variables pour les semimartingales
• On Square Integrable Martingales
• On certain systems of parabolic equations
• Note on continuous additive functional of the 1-dimensional Brownian path
• Multiplicative operator functionals of a Markov process

Cited In (5)

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

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