Some variations on Kac's formula for Brownian motion

DOI10.1007/BF01051876zbMath0678.60075MaRDI QIDQ1124220

Dudley Paul Johnson

Publication date: 1989

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

zbMATH Keywords

Brownian motiongeneralization of the Feynman-Kac-formula

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic mechanics (including stochastic electrodynamics) (81P20) Stochastic analysis (60H99)

Related Items

A discrete Feynman-Kac formula

Cites Work

• Note on product formulas for operator semigroups
• Feynman Integrals and the Schrödinger Equation
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