Reference : First Order Feynman-Kac Formula
Scientific journals : Article
Physical, chemical, mathematical & earth Sciences : Mathematics
First Order Feynman-Kac Formula
Li, Xue-Mei []
Thompson, James mailto [University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit >]
Stochastic Processes & Their Applications
Elsevier Science
Yes (verified by ORBilu)
[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
FnR ; FNR7628746 > Anton Thalmaier > GEOMREV > Geometry Of Random Evolutions > 01/03/2015 > 28/02/2018 > 2014

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