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Wiener Integrals Associated with Diffusion Processes - MaRDI portal

Wiener Integrals Associated with Diffusion Processes

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Publication:5571996

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DOI10.1137/1113057zbMath0181.44304OpenAlexW2001120974MaRDI QIDQ5571996

Lawrence A. Shepp, Václav E. Beneš

Publication date: 1968

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

Full work available at URL: https://doi.org/10.1137/1113057

zbMATH Keywords

probability theory

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A path space picture for Feynman-Kac averages

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