An Analogue of the Feynman--Kac Formula for a High-Order Operator

DOI10.1137/S0040585X97T990757WikidataQ113778968 ScholiaQ113778968MaRDI QIDQ5074421

Mariya V. Platonova

Publication date: 9 May 2022

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

zbMATH Keywords

evolution equationsFeynman-Kac formulaPoisson random measures

Mathematics Subject Classification ID

One-parameter semigroups and linear evolution equations (47D06) Toeplitz operators, Hankel operators, Wiener-Hopf operators (47B35) Random measures (60G57)

Cites Work

• Probabilistic representations for the solution of higher order differential equations
• Explicit solutions of some fractional partial differential equations via stable subordinators
• Probabilistic construction of the solution of some higher order parabolic differential equation
• Conditional maximal distributions of processes related to higher-order heat-type equations
• A probabilistic representation of solution to the Cauchy problem for evolution equation with differential operator of order greater than 2
• Distributions of sojourn time, maximum and minimum for pseudo-processes governed by higher-order heat-type equations
• Probabilistic approximation of the evolution operator
• From pseudorandom walk to pseudo-Brownian motion: first exit time from a one-sided or a two-sided interval
• Pseudoprocesses Related to Space-Fractional Higher-Order Heat-Type Equations
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