The Feynman-Kac formula and decomposition of Brownian paths
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Publication:1357126
zbMath0877.60027MaRDI QIDQ1357126
Marc Yor, Jim W. Pitman, Monique Jeanblanc-Picqué
Publication date: 8 October 1997
Published in: Computational and Applied Mathematics (Search for Journal in Brave)
Bessel processesSturm-Liouville equationsFeynman-Kac formulaeBrownian functionalsBrownian path decompositions
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