The Feynman-Kac formula and the Hamilton-Jacobi equation

DOI10.1016/0022-247X(89)90165-0zbMath0678.70016MaRDI QIDQ1124395

Henryk Gzyl

Publication date: 1989

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

Hamilton-Jacobi equationsemigroup of operatorsFeynman-Kac formulanonunitary representations of canonical transformations

Mathematics Subject Classification ID

Hamilton-Jacobi equations in mechanics (70H20) Canonical and symplectic transformations for problems in Hamiltonian and Lagrangian mechanics (70H15)

Related Items

The Girsanov Theorem Without (So Much) Stochastic Analysis

Cites Work

• Lectures on diffusion problems and partial differential equations. Notes by Pl. Muthuramalingam, Tara R. Nanda
• Semigroup-theoretic proofs of the central limit theorem and other theorems of analysis
• A signed measure on path space related to Wiener measure
• Special functions, probability semigroups, and Hamiltonian flows
• L'intégrale de Riemann-Liouville et le problème de Cauchy
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item