Versions of the Feynman-Kac formula

DOI10.1007/BF02673625zbMath0956.60076MaRDI QIDQ1575978

A. N. Borodin

Publication date: 24 August 2000

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

zbMATH Keywords

Feynman-Kac formulalinear stochastic differential equations

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic integrals (60H05)

Cites Work

• Über die analytischen Methoden in der Wahrscheinlichkeitsrechnung
• On Distributions of Certain Wiener Functionals
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