On the Feynman–Kac Formula

DOI10.1007/978-981-15-5951-8_29zbMath1468.60082arXiv1904.12160OpenAlexW2942448561MaRDI QIDQ5012213

B. Rajeev

Publication date: 31 August 2021

Published in: Infosys Science Foundation Series (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1904.12160

zbMATH Keywords

diffusion processesFeynman-Kac formulatranslation invarianceHermite-Sobolev spacepath transformations\(\mathcal{S}^\prime\) valued processquasi-linear SPDE

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Probability theory on linear topological spaces (60B11)

Cites Work

• Diffusion approximation of nuclear space-valued stochastic differential equations driven by Poisson random measures
• Translation invariant diffusions in the space of tempered distributions
• Probabilistic representations of solutions of the forward equations
• Stochastic Differential Equations in Infinite Dimensions
• Stochastic Equations in Infinite Dimensions
• Functional Analysis
• On Distributions of Certain Wiener Functionals
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