Feynman-Kac formula for Levy processes and semiclassical (Euclidean) momentum representation

zbMath1310.60057arXiv1308.2363MaRDI QIDQ2940163

Jean-Claude Zambrini, Xiangfeng Yang, Nicolas Privault

Publication date: 26 January 2015

Full work available at URL: https://arxiv.org/abs/1308.2363

zbMATH Keywords

large deviationsLévy processmomentum representationFeynman-Kac type formula

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) One-parameter semigroups and linear evolution equations (47D06) Large deviations (60F10) Integro-differential operators (47G20)

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