The Gauss process generator by the Levy Laplacian and the corresponding Feynman-Kac formula

zbMath0887.60045MaRDI QIDQ1360751

O. G. Smolyanov, Luigi Accardi

Publication date: 8 October 1997

Published in: Doklady Mathematics (Search for Journal in Brave)

zbMATH Keywords

Cauchy problemBrownian motionexistence and uniquenessFeynman-Kac formulacomplex Poisson measureGauss process

Mathematics Subject Classification ID

Gaussian processes (60G15)

Related Items (1)

Extensions of spaces with cylindrical measures and supports of measures determined by the Lévy Laplacian

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