The Feynman-Kac formula for a system of parabolic equations

Charles S. Kahane

Czechoslovak Mathematical Journal (1994)

  • Volume: 44, Issue: 4, page 579-602
  • ISSN: 0011-4642

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Kahane, Charles S.. "The Feynman-Kac formula for a system of parabolic equations." Czechoslovak Mathematical Journal 44.4 (1994): 579-602. <http://eudml.org/doc/31446>.

@article{Kahane1994,
author = {Kahane, Charles S.},
journal = {Czechoslovak Mathematical Journal},
keywords = {Feynman-Kac formula; Trotter-Lie-Kato formula},
language = {eng},
number = {4},
pages = {579-602},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {The Feynman-Kac formula for a system of parabolic equations},
url = {http://eudml.org/doc/31446},
volume = {44},
year = {1994},
}

TY - JOUR
AU - Kahane, Charles S.
TI - The Feynman-Kac formula for a system of parabolic equations
JO - Czechoslovak Mathematical Journal
PY - 1994
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 44
IS - 4
SP - 579
EP - 602
LA - eng
KW - Feynman-Kac formula; Trotter-Lie-Kato formula
UR - http://eudml.org/doc/31446
ER -

References

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  17. Stochastic Processes and the Wiener Integral, Marcel Dekker Inc., New York, 1973. (1973) Zbl0277.60018MR0474528

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