RUS  ENG
Full version
JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive
Zap. Nauchn. Sem. POMI, 1997 Volume 244, Pages 46–60 (Mi znsl510)
This article is cited in 3 papers

Versions of the Feynman–Kac formula

A. N. Borodin

St. Petersburg Department of V. A. Steklov Institute of Mathematics, Russian Academy of Sciences

Abstract: Some new versions of the Feynman–Kac formula for Brownian motion are considered. An interesting generalization of the formula is connected with the solutions of systems of linear differential equations.

UDC: 519.2

Received: 27.11.1997


 English version: Journal of Mathematical Sciences (New York), 2000, 99:2, 1044–1052

Bibliographic databases:

© Steklov Math. Inst. of RAS, 2024