First order Feynman-Kac formula

被引：2
|
作者：
Li, Xue-Mei [1 ]
Thompson, James
机构：
[1] Imperial Coll London, Dept Math, London, England
来源：
STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 2018年 / 128卷 / 09期
关键词：
Manifold with a pole; Semi-classical bridge; Feynman-Kac formula; Gaussian bounds for fundamental solutions of parabolic equations; Logarithmic heat kernels; HEAT KERNEL; SCHRODINGER-OPERATORS; HARNACK INEQUALITY; SELF-ADJOINTNESS; TIME BEHAVIOR; UPPER-BOUNDS; EQUATION; DERIVATIVES; SEMIGROUPS; UNIQUENESS;
D O I：
10.1016/j.spa.2017.10.010
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We study the parabolic integral kernel for the weighted Laplacian with a potential. For manifolds with a pole we deduce formulas and estimates for the derivatives of the Feynman-Kac kernels and their logarithms, these are in terms of a 'Gaussian' term and the semi-classical bridge. (C) 2017 Elsevier B.V. All rights reserved.
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页码：3006 / 3029
页数：24
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