Versions of the Feynman--Kac formula
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 2, Tome 244 (1997), pp. 46-60
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Some new versions of the Feynman–Kac formula for Brownian motion are considered. An interesting generalization of the formula is connected with the solutions of systems of linear differential equations.
@article{ZNSL_1997_244_a2,
author = {A. N. Borodin},
title = {Versions of the {Feynman--Kac} formula},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {46--60},
publisher = {mathdoc},
volume = {244},
year = {1997},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_1997_244_a2/}
}
A. N. Borodin. Versions of the Feynman--Kac formula. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 2, Tome 244 (1997), pp. 46-60. http://geodesic.mathdoc.fr/item/ZNSL_1997_244_a2/