Derivatives of Feynman-Kac semigroups
type: Item
instance of: scholarly article
title: Derivatives of Feynman-Kac semigroups
zbMATH Open document ID: 1482.58020
author: Xianqiang Yang
published in: Journal of Theoretical Probability
publication date: 2019-05-07T00:00:00Z
full work available at URL: https://arxiv.org/abs/1611.04373
Mathematics Subject Classification ID: 58J65
Mathematics Subject Classification ID: 47D08
Mathematics Subject Classification ID: 53B20
Mathematics Subject Classification ID: 60J65
zbMATH DE Number: 7051795
zbMATH Keywords: Brownian motion
zbMATH Keywords: Feynman-Kac semigroup
zbMATH Keywords: Bismut type formula
MaRDI profile type: Publication
OpenAlex ID: W2565919305
arXiv ID: 1611.04373
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DOI: 10.1007/S10959-018-0824-2
description: scientific article