Measurable processes and the Feynman-Kac formula

DOI10.1016/j.indag.2015.10.010zbMath1390.60122OpenAlexW2150750348MaRDI QIDQ904180

Brian R. F. Jefferies

Publication date: 12 January 2016

Published in: Indagationes Mathematicae. New Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.indag.2015.10.010

zbMATH Keywords

Markov processFeynman-Kac formulaoperator valued measureprogressive measurability

Mathematics Subject Classification ID

Transition functions, generators and resolvents (60J35) Foundations of stochastic processes (60G05)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The CLR inequality for dominated semigroups
• On existence of progressively measurable modifications
• Separability of the L¹-space of a vector measure
• On Measurable Modification of Stochastic Functions
• Progressive Stochastic Processes and an Application to the Itô Integral
• Fields, Optionality and Measurability
• Markov Processes, Brownian Motion, and Time Symmetry

This page was built for publication: Measurable processes and the Feynman-Kac formula