A discrete Feynman-Kac formula
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Publication:1209640
DOI10.1016/0378-3758(93)90034-4zbMath0768.60059OpenAlexW2063155303MaRDI QIDQ1209640
Publication date: 16 May 1993
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0378-3758(93)90034-4
Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Combinatorial probability (60C05)
Related Items (3)
Some results for two-dimensional random walk. II: Additive functionals ⋮ A Feynman–Kac approach to a paper of Chung and Feller on fluctuations in the coin-tossing game ⋮ Decay of harmonic functions for discrete time Feynman--Kac operators with confining potentials
Cites Work
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- Conditional expectations of Brownian functionals and their applications
- Some variations on Kac's formula for Brownian motion
- On the first hitting time and the last exit time for a Brownian motion to/from a moving boundary
- Kac functional and Schrödinger equation
- Feynman Integrals and the Schrödinger Equation
- Space-Time Approach to Non-Relativistic Quantum Mechanics
- On Distributions of Certain Wiener Functionals
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