Publication:5808624
From MaRDI portal
zbMath0045.07002MaRDI QIDQ5808624
Publication date: 1951
Related Items
A Feynman–Kac approach to a paper of Chung and Feller on fluctuations in the coin-tossing game, Feynman-Kac formula for BSDEs with jumps and time delayed generators associated to path-dependent nonlinear Kolmogorov equations, Stochastic estimation of Green's functions with application to diffusion and advection-diffusion-reaction problems, A limit law for the most favorite point of simple random walk on a regular tree, Unnamed Item, Unnamed Item, Mathematical theory of Feynman path integrals, Decay of harmonic functions for discrete time Feynman--Kac operators with confining potentials, Computation of turbulent flow past an array of cylinders using a spectral method with Brinkman penalization, Quadratic Wiener functionals and dynamics on Grassmannians, Class of integrodifferential equations, A global random walk on grid algorithm for second order elliptic equations, A global random walk on grid algorithm for second order elliptic equations, Effective Permeability of a Gap Junction with Age-Structured Switching, Convergence de la répartition empirique vers la répartition théorique, The principle of not feeling the boundary for the SABR model, On the distribution of the square integral of the Brownian bridge, On Kac functionals of one-dimensional diffusions, Initial sensitivity to the boundary in coupled thermoelasticity, Small ball probabilities for Gaussian Markov processes under the \(L_p\)-norm., Isoperimetric inequalities for Schatten norms of Riesz potentials, A mathematical analysis of Casimir interactions. I: The scalar field, Feeling boundary by Brownian motion in a ball, A low-rank approach to the computation of path integrals, From Feynman-Kac formula to Feynman integrals via analytic continuation, On the asymptotics of the heat equation and bounds on traces associated with the Dirichlet Laplacian, Diffusion processes and second order elliptic operators with singular coefficients for lower order terms, On the distribution of Brownian areas, Trace formulae for the heat-volume potential of the time-fractional heat equation, Occupation time distributions for Lévy bridges and excursions, A Karhunen-Loève expansion for a mean-centered Brownian bridge, Spectral analysis of the zigzag process, Walk-on-spheres algorithm for solving third boundary value problem, FKN formula and ground state energy for the spin boson model with external magnetic field, Continuous Markov processes and stochastic equations, Theory of capacities, Dynamics of lineages in adaptation to a gradual environmental change, Joint distributions of the the infimum, supremum, and end of a Brownian motion with jumps, Equations of evolution of a hybrid soliton nuclear reactor, Some variations on Kac's formula for Brownian motion, Fractional Feynman-Kac equation with space-dependent anomalous exponent, Explicit solution to a certain non-ELQG risk-sensitive stochastic control problem, Quantum field theory on curved backgrounds. I: The Euclidean functional integral, Regularity properties of Schrödinger and Dirichlet semigroups, Dirichlet heat kernel for the Laplacian in a ball, On distributions of functionals of anomalous diffusion paths, Applications of some formulas for finite Markov chains, Isoperimetric inequalities for the logarithmic potential operator, Spatially homogeneous random evolutions, The operator-valued Feynman-Kac formula with noncommutative operators, Improving Brownian approximations for boundary crossing problems, Stochastic simulation algorithms for solving transient anisotropic diffusion-recombination equations and application to cathodoluminescence imaging, Unnamed Item, Infinite dimensional oscillatory integrals as projective systems of functionals, Probabilistic approach to ordinary differential equations, Asymptotics of negative exponential moments for annealed Brownian motion in a renormalized Poisson potential, Intégrales oscillantes stochastiques: l'équation de Pauli, A consistent measure for lattice Yang–Mills, Unnamed Item, Some developments in semigroups of operators since Hille-Phillips, Une construction de la quantification euclidienne du champ de Yang-Mills régularisé, Fractional compound Poisson processes with multiple internal states, Gaussian bounds for the Dirichlet heat kernel, Pathwise smoothing of Markov processes with noisy observations, Transformations of diffusions with jumps, Distribution of sojourn time for a Brownian motion with jumps, Monte Carlo Algorithms for Problems with Partially Reflecting Boundaries, Linear PDEs and eigenvalue problems corresponding to ergodic stochastic optimization problems on compact manifolds, Locality of the heat kernel on metric measure spaces, Layer potentials, Kac's problem, and refined Hardy inequality on homogeneous Carnot groups, Kolmogorov-Fokker-Planck operators in dimension two: heat kernel and curvature, Distribution of integral functionals of Gaussian diffusion bridges, Operator identities corresponding to inverse problems for Dirac systems, Tables of distributions of functionals of Brownian motion, The Laplace transform of annuities certain with exponential time distribution, A discrete Feynman-Kac formula, Some formulas for the generalized analytic Feynman integrals on the Wiener space, A path space picture for Feynman-Kac averages, Continuous and tractable models for the variation of evolutionary rates, On the spectrum of the Dirichlet Laplacian for Horn-shaped regions in \(R^ n\) with infinite volume, Applications of density matrix in the fractional quantum mechanics: Thomas-Fermi model and Hohenberg-Kohn theorems revisited, On the decoupling of finite singularities from the question of asymptotic completeness in two body quantum systems, Linear complexity solution of parabolic integro-differential equations, Spectral gaps and exponential integrability of hitting times for linear diffusions, On occupation times of one-dimensional diffusions, American step options, Diffusions conditioned on occupation measures, Elements of potential theory on Carnot groups, Homogeneous random fields and statistical mechanics, On the quantum Feynman-Kac formula, Heat kernel analysis on infinite-dimensional Heisenberg groups, Pointwise bounds for Schrödinger eigenstates, Distribution of time above a threshold for Markov processes, Boundary Value Problems for Statistics of Diffusion in a Randomly Switching Environment: PDE and SDE Perspectives, On Brownian motion and certain heat equations, Distribution of time above a threshold for semi-Markov jump processes, Occupation time for classical and quantum walks, Differential and stochastic equations in abstract Wiener space, Brownian motion on the hyperbolic plane and Selberg trace formula, Laplace Dirichlet heat kernels in convex domains, Local time of an Ornstein–Uhlenbeck particle, Versions of the Feynman-Kac formula, Application of the Feynman-Kac path integral method in finding the ground state of quantum systems, Path integral for the Dirac equation in two space-time dimensions, Path integral for a hyperbolic system of the first order, Kac's moment formula and the Feynman-Kac formula for additive functionals of a Markov process, A complex scaling approach to sequential Feynman integrals, Feynman-Kac formula under a finite entropy condition, Functionals of the Brownian Bridge, Boundary Conditions of Volume Hyperbolic Potential in a Domain with Curvilinear Boundary, Distribution of integral functionals of the local time of a Bessel process, Feynman's formula in phase space for systems of pseudodifferential equations with analytic symbols, Malliavin calculus and Euclidean quantum mechanics. I: Functional calculus, An inequality for the spectral radius of Markov processes, Stochastic methods for Dirichlet problems, Unnamed Item