Reference : First Order Feynman-Kac Formula
Scientific journals : Article
Physical, chemical, mathematical & earth Sciences : Mathematics
http://hdl.handle.net/10993/32296
First Order Feynman-Kac Formula
English
Li, Xue-Mei []
Thompson, James mailto [University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit >]
2018
Stochastic Processes & Their Applications
Elsevier Science
Yes
0304-4149
[en] We study the parabolic integral kernel associated with the weighted Laplacian and the Feynman-Kac kernels. For manifold with a pole we deduce formulas and estimates for them and for their derivatives, given in terms of a Gaussian term and the semi-classical bridge. Assumptions are on the Riemannian data.
Fonds National de la Recherche - FnR
http://hdl.handle.net/10993/32296
10.1016/j.spa.2017.10.010
FnR ; FNR7628746 > Anton Thalmaier > GEOMREV > Geometry Of Random Evolutions > 01/03/2015 > 28/02/2018 > 2014

File(s) associated to this reference

Fulltext file(s):

FileCommentaryVersionSizeAccess
Open access
1608.03856.pdfAuthor preprint204.75 kBView/Open

Bookmark and Share SFX Query

All documents in ORBilu are protected by a user license.