Kac's moment formula and the Feynman-Kac formula for additive functionals of a Markov process
type: Item
instance of: scholarly article
title: Kac's moment formula and the Feynman-Kac formula for additive functionals of a Markov process
zbMATH Open document ID: 0962.60067
DOI: 10.1016/S0304-4149(98)00081-7
published in: Stochastic Processes and their Applications
publication date: 2001-01-17T00:00:00Z
Mathematics Subject Classification ID: 60J55
zbMATH DE Number: 1554277
zbMATH Keywords: occupation time
zbMATH Keywords: local time
zbMATH Keywords: resolvent
zbMATH Keywords: killed process
zbMATH Keywords: terminal time
zbMATH Keywords: Green's operator
author: Patrick J. Fitzsimmons
author: Jim Pitman
Wikidata QID: Q56689528
MaRDI profile type: Publication
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Kac's moment formula and the Feynman-Kac formula for additive functionals of a Markov process (cites work)
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Kac's moment formula and the Feynman-Kac formula for additive functionals of a Markov process (full work available at URL)
full work available at URL: s0304-4149(98)00081-7

Kac's moment formula and the Feynman-Kac formula for additive functionals of a Markov process (OpenAlex ID)
OpenAlex ID: W2062072970