First order Feynman-Kac formula

DOI10.1016/j.spa.2017.10.010zbMath1405.60123arXiv1608.03856OpenAlexW2963366442WikidataQ125628892 ScholiaQ125628892MaRDI QIDQ1660309

Y. Aharonov

Publication date: 15 August 2018

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1608.03856

zbMATH Keywords

Feynman-Kac formulaGaussian bounds for fundamental solutions of parabolic equationslogarithmic heat kernelsmanifold with a polesemi-classical bridge

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60) Invariance and symmetry properties for PDEs on manifolds (58J70) Diffusion processes and stochastic analysis on manifolds (58J65)

Related Items (3)

Logarithmic heat kernel estimates without curvature restrictions ⋮ Derivatives of Feynman-Kac semigroups ⋮ Functional inequalities for Feynman-Kac semigroups

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