GENERALIZED FEYNMAN–KAC FORMULA WITH STOCHASTIC POTENTIAL

DOI10.1142/S0219025702000808zbMath1056.60061OpenAlexW2128294190WikidataQ57822120 ScholiaQ57822120MaRDI QIDQ4818896

Silva José Luis, Habib Ouerdiane

Publication date: 24 September 2004

Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219025702000808

Mathematics Subject Classification ID

Related Items (4)

Feynman-Kac formula for the heat equation driven by fractional noise with Hurst parameter \(H < 1/2\) ⋮ Tail estimates for positive solutions of stochastic heat equation ⋮ Stochastic Convolution-Type Heat Equations with Nonlinear Drift ⋮ Probabilistic representation of heat equation of convolution type

Cites Work

• Calculus on Gaussian white noise. I
• Calculus on Gaussian white noise. II
• A characterization of Hida distributions
• Wick product of white noise operators and quantum stochastic differential equations.
• Spaces of white noise distributions: Constructions, descriptions, applications. I
• Generalized functionals in Gaussian spaces: The characterization theorem revisited
• A duality theorem between spaces of holomorphic functions of exponential growth
• A New Class of White Noise Generalized Functions
• Algebres nucleaires de fonctions entières et equations aux derivées partielles stochastiques

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