Stochastic Feynman-Kac formula

DOI10.1007/BF02786875zbMATH Open0541.60062MaRDI QIDQ794347FDOQ794347

Authors: A. S. Üstünel 

Publication date: 1983

Published in: Journal d'Analyse Mathématique (Search for Journal in Brave)

Recommendations

• scientific article; zbMATH DE number 25411
• GENERALIZED FEYNMAN–KAC FORMULA WITH STOCHASTIC POTENTIAL
• Itô method for proving the Feynman-Kac formula for the Euclidean analog of the stochastic Schrödinger equation
• scientific article; zbMATH DE number 3893609
• A Feynman-Kac formula for stochastic Dirichlet problems

zbMATH Keywords

semimartingale with the strong Markov propertystochastic Feynman-Kac formulaSchrödinger equation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Martingales with continuous parameter (60G44)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Produits tensoriels topologiques et espaces nucléaires
• Title not available (Why is that?)
• Sur une résolution stochastique de l'équation de Schrödinger à coefficients analytiques
• Title not available (Why is that?)
• Séminaire sur les fonctions aléatoires linéaires et les mesures cylindriques
• Title not available (Why is that?)
• Applications of integration by parts formula for infinite-dimensional semimartingales
• Processus de Markov et desintégrations régulières
• A characterization of semimartingales on nuclear spaces
• Title not available (Why is that?)

Cited In (20)

• The complex scaled Feynman-Kac formula for singular initial distributions
• Title not available (Why is that?)
• Title not available (Why is that?)
• Feynman-Kac formula for Levy processes and semiclassical (Euclidean) momentum representation
• Stochastic Feynman–Kac Equations Associated to Lévy–Itô Diffusions
• A Feynman-Katz formula for an infinite-dimensional stochastic Schrödinger equation
• The partial averaging method
• A Feynman-Kac formula for stochastic Dirichlet problems
• On existence and uniqueness properties for solutions of stochastic fixed point equations
• Itô method for proving the Feynman-Kac formula for the Euclidean analog of the stochastic Schrödinger equation
• Quadratic forms for Feynman-Kac semigroups
• Feynman-Kac theorem in Hilbert spaces
• Feynman-Kac formula under a finite entropy condition
• A Feynman-Kac formula for anticommuting Brownian motion.
• Two approaches to infinite dimensional extension of Feynman-Kac theorem
• A discrete Feynman-Kac formula
• The differential equation for the Feynman-Kac formula with a Lebesgue- Stieltjes measure
• A Feynman-Kac-type formula for the deterministic and stochastic wave equations and other p.d.e.'s
• Title not available (Why is that?)
• Feynman-Kac formula for the solution of Cauchy's problem with time dependent Lévy generator

This page was built for publication: Stochastic Feynman-Kac formula

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q794347)