A discrete Feynman-Kac formula (Q1209640)
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scientific article; zbMATH DE number 168228
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A discrete Feynman-Kac formula |
scientific article; zbMATH DE number 168228 |
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A discrete Feynman-Kac formula (English)
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16 May 1993
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The author is concerned with an analogue of the Feynman-Kac formula for a simple symmetric random walk. For a clear understanding of the study several examples are discussed in detail. Particularly the eigenvalue problem and the random number of steps are also illustrated by examples.
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Feynman-Kac formula
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symmetric random walk
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eigenvalue problem
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