Some properties of the Feynman-Kac functional
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Publication:1890815
DOI10.1155/S1048953395000013zbMath0834.60087OpenAlexW2092356574MaRDI QIDQ1890815
Svend-Erik Graversen, Murali Rao, Zoran Pop-Stojanović
Publication date: 12 March 1996
Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/47371
Continuous-time Markov processes on general state spaces (60J25) Probabilistic potential theory (60J45) Solutions to PDEs in closed form (35C05)
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