COSINE FUNCTIONS AND THE FEYNMAN-KAC FORMULA

DOI10.1093/qmath/33.3.303zbMath0508.35041OpenAlexW1984853562MaRDI QIDQ4746165

Jerome A. Goldstein

Publication date: 1982

Published in: The Quarterly Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/qmath/33.3.303

zbMATH Keywords

Feynman-Kac formulacosine functionsChernoff product formula

Mathematics Subject Classification ID

Groups and semigroups of linear operators (47D03) Initial value problems for second-order parabolic equations (35K15) Initial value problems for linear higher-order PDEs (35G10) Representations of solutions to partial differential equations (35C99)

Related Items (4)

A generalized Cox-Ingersoll-Ross equation with growing initial conditions ⋮ An Integral Formula for Multidimensional Evolution Equations ⋮ Semigroups of operators, cosine operator functions, and linear differential equations ⋮ On product formulas for exponential functions

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