The Feynman-Kac formula for a system of parabolic equations

DOI10.21136/cmj.1994.128499zbMath0851.35054OpenAlexW1892349389MaRDI QIDQ4697501

Charles S. Kahane

Publication date: 1 May 1995

Full work available at URL: https://eudml.org/doc/31446

zbMATH Keywords

Feynman-Kac formulaTrotter-Lie-Kato formula

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Initial value problems for second-order parabolic systems (35K45)

Cites Work

• Random evolutions: A survey of results and problems
• Schrödinger semigroups
• On the Product of Semi-Groups of Operators
• Functional Integration and Partial Differential Equations. (AM-109)
• Feynman Integrals and the Schrödinger Equation
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