Versions of the Feynman–Kac formula
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 2, Tome 244 (1997), pp. 46-60
Voir la notice du chapitre de livre
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{\textendash}Kac} formula},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {46--60},
year = {1997},
volume = {244},
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/