Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 2, Tome 244 (1997), pp. 46-60
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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/
@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/}
}
TY - JOUR
AU - A. N. Borodin
TI - Versions of the Feynman–Kac formula
JO - Zapiski Nauchnykh Seminarov POMI
PY - 1997
SP - 46
EP - 60
VL - 244
UR - http://geodesic.mathdoc.fr/item/ZNSL_1997_244_a2/
LA - ru
ID - ZNSL_1997_244_a2
ER -
%0 Journal Article
%A A. N. Borodin
%T Versions of the Feynman–Kac formula
%J Zapiski Nauchnykh Seminarov POMI
%D 1997
%P 46-60
%V 244
%U http://geodesic.mathdoc.fr/item/ZNSL_1997_244_a2/
%G ru
%F ZNSL_1997_244_a2
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.
