Brownian-time processes: The PDE connection II and the corresponding Feynman-Kac formula

DOI10.1090/S0002-9947-02-03074-XzbMath1006.60063arXiv1005.3802OpenAlexW3106502994MaRDI QIDQ3151248

Publication date: 7 October 2002

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

Full work available at URL: https://arxiv.org/abs/1005.3802

zbMATH Keywords

iterated Brownian motion Brownian-time processes Brownian-time Feynman-Kac formula initially perturbed fourth order partial differential equations

Mathematics Subject Classification ID

Brownian motion (60J65) Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60) Probabilistic potential theory (60J45) Transition functions, generators and resolvents (60J35)

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