Article (Scientific journals)
First Order Feynman-Kac Formula
Li, Xue-Mei; Thompson, James
2018In Stochastic Processes and Their Applications
Peer reviewed
 

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Abstract :
[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.
Disciplines :
Mathematics
Author, co-author :
Li, Xue-Mei
Thompson, James ;  University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit
External co-authors :
yes
Language :
English
Title :
First Order Feynman-Kac Formula
Publication date :
2018
Journal title :
Stochastic Processes and Their Applications
ISSN :
0304-4149
Publisher :
Elsevier Science
Peer reviewed :
Peer reviewed
FnR Project :
FNR7628746 - Geometry Of Random Evolutions, 2014 (01/03/2015-28/02/2018) - Anton Thalmaier
Funders :
FNR - Fonds National de la Recherche [LU]
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since 18 September 2017

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