Feynman–Kac theorems for generalized diffusions

DOI10.1090/S0002-9947-2015-06278-3zbMath1332.35405arXiv1210.6472MaRDI QIDQ2944926

Erik Ekström, Johan Tysk, Svante Janson

Publication date: 8 September 2015

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1210.6472

zbMATH Keywords

Brownian motionmartingalelocal timeFeynman-Kac representationparabolic partial differential equationgap diffusionpartial differential equation with measurable coefficients

Mathematics Subject Classification ID

Degenerate parabolic equations (35K65) Martingales with continuous parameter (60G44) Diffusion processes (60J60) PDEs with randomness, stochastic partial differential equations (35R60) Local time and additive functionals (60J55)

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