Feynman-Kac formula under a finite entropy condition
type: Item
instance of: scholarly article
title: Feynman-Kac formula under a finite entropy condition
zbMATH Open document ID: 1502.35060
publication date: 2022-11-18T00:00:00Z
full work available at URL: https://arxiv.org/abs/2104.09171
Mathematics Subject Classification ID: 35K20
Mathematics Subject Classification ID: 60H30
Mathematics Subject Classification ID: 60J60
zbMATH DE Number: 7620669
zbMATH Keywords: diffusion processes
zbMATH Keywords: Feynman-Kac formula
zbMATH Keywords: Hamilton-Jacobi-Bellman equation
zbMATH Keywords: relative entropy
zbMATH Keywords: extended generator
zbMATH Keywords: stochastic derivative
zbMATH Keywords: entropic optimal transport
zbMATH Keywords: Kato class
author: Christian Léonard
MaRDI profile type: Publication
OpenAlex ID: W4287201714
Wikidata QID: Q113905083
arXiv ID: 2104.09171
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DOI: 10.1007/S00440-022-01155-8
published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
description: scientific article