Quadratic forms for Feynman-Kac semigroups

DOI10.1016/J.PHYSLETA.2005.12.113MaRDI QIDQ2267197zbMATH OpenOpenAlexFDO

Authors J. L. Hibey, Charalambos D. Charalambous

Publication date 1 March 2010

Published in Physics Letters. A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.physleta.2005.12.113

zbMATH Keywords

Cameron-Martin-GirsanovDirichlet problemsFeynman-Kacpartial differential equationsquadratic formsresolventssemigroupsstochastic differential equationsvariational problems

Mathematics Subject Classification ID

Schrödinger and Feynman-Kac semigroups (47D08) Applications of operator theory in probability theory and statistics (47N30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Applications of stochastic analysis (to PDEs, etc.) (60H30) Transition functions, generators and resolvents (60J35)

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