OSCILLATORY STOCHASTIC INTEGRALS AND A POSITIVE FEYNMAN-KAC FORMULA

被引：0

|

作者：

MALLIAVIN, P

机构：

来源：

COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE | 1985年 / 300卷 / 05期

关键词：

D O I：

暂无

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

引用

收藏

页码：141 / 143

页数：3

相关论文

共 50 条

[31] Bivariate Revuz measures and the Feynman-Kac formula
Ying, JG
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 1996, 32 (02): : 251 - 287
[32] A generalized Feynman-Kac formula for the stochastic heat problem with anticipating initial conditions
Benth, FE
STOCHASTIC ANALYSIS AND RELATED TOPICS V: THE SILIVRI WORKSHOP, 1994, 1996, 38 : 121 - 133
[33] On infinitesimal generators and Feynman-Kac integrals of adelic diffusion
Weisbart, David
JOURNAL OF MATHEMATICAL PHYSICS, 2021, 62 (10)
[34] On computer simulation of Feynman-Kac path-integrals
Korzeniowski, A
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 1996, 66 (1-2) : 333 - 336
[35] SUFFICIENT CONDITIONS FOR AN OPERATOR VALUED FEYNMAN-KAC FORMULA
GRADY, MD
NOTICES OF THE AMERICAN MATHEMATICAL SOCIETY, 1975, 22 (03): : A423 - A423
[36] FEYNMAN-KAC FORMULA FOR EUCLIDEAN FERMI AND BOSE FIELDS
OSTERWALDER, K
SCHRADER, R
PHYSICAL REVIEW LETTERS, 1972, 29 (20) : 1423 - +
[37] Kac's moment formula and the Feynman-Kac formula for additive functionals of a Markov process
Fitzsimmons, PJ
Pitman, J
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1999, 79 (01) : 117 - 134
[38] Two-point Correlation Function and Feynman-Kac Formula for the Stochastic Heat Equation
Chen, Le
Hu, Yaozhong
Nualart, David
POTENTIAL ANALYSIS, 2017, 46 (04) : 779 - 797
[39] Generalized Feynman-Kac formula under volatility uncertainty
Akhtari, Bahar
Biagini, Francesca
Mazzon, Andrea
Oberpriller, Katharina
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2023, 166
[40] Feynman-Kac formula and restoration of high ISO images
Borkowski, Dariusz
Jakubowski, Adam
Jańczak-Borkowska, Katarzyna
Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics), 2014, 8671 : 100 - 107

← 1 2 3 4 5 →