Results 181 to 190 of about 8,689 (223)
Some of the next articles are maybe not open access.
Non-Gaussian Lagrangian Feynman-Kac formulas
Doklady Mathematics, 2014zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Sakbaev, V. Z. +2 more
openaire +2 more sources
Some remarks on the Feynman–Kac formula
Journal of Mathematical Physics, 1990A simple necessary condition for the existence of the representation of solutions of partial differential equations is found. This condition is applied to obtain the known results on the Schrödinger equation and the Dirac system in a unified way. Applications for further equations are also possible (Weyl’s equations are discussed).
openaire +1 more source
Measurable processes and the Feynman–Kac formula
Indagationes Mathematicae, 2016zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire +1 more source
1994
The main questions raised so far concerned the Brownian motion as a real phenomenon. The problem of relating it to quantum mechanics was only touched upon. Now that we have the material to penetrate deeper into the subject, we shall, in the present chapter, give an account of the functional integral description of interacting quantum mechanical systems
openaire +1 more source
The main questions raised so far concerned the Brownian motion as a real phenomenon. The problem of relating it to quantum mechanics was only touched upon. Now that we have the material to penetrate deeper into the subject, we shall, in the present chapter, give an account of the functional integral description of interacting quantum mechanical systems
openaire +1 more source
2000
Abstract Be this as it may, the formal analogy between [formula (7.4.2) above] and integrals appearing in Wiener’s theory is striking and since Wiener’s theory is rigorously founded Feynman’s heuristic connection between the Schri:idinger equation and the path integral can be made into an unassailable theorem [namely, the Feynman–Kac ...
openaire +1 more source
Abstract Be this as it may, the formal analogy between [formula (7.4.2) above] and integrals appearing in Wiener’s theory is striking and since Wiener’s theory is rigorously founded Feynman’s heuristic connection between the Schri:idinger equation and the path integral can be made into an unassailable theorem [namely, the Feynman–Kac ...
openaire +1 more source
Versions of the Feynman-Kac formula
Journal of Mathematical Sciences, 2000The paper deals with some versions of the Feynman-Kac formula for Brownian motion. One of the versions is as follows. Let \(\varphi(t)\) be a solution of the system of linear stochastic differential equations \[ d\varphi(t)= A(t, w(t)) \varphi(t)dt+ B(t, w(t)) \varphi(t)dw(t)+ c(t, w(t))dt,\quad \varphi(0)= \varphi_0, \] where \(A(t,x)=\|a_{k,l}(t, x)\|
openaire +1 more source
Feynman–Kac formula for regime-switching general diffusions
Applied Mathematics LetterszbMATH Open Web Interface contents unavailable due to conflicting licenses.
Zhiqiang Wei, Yejuan Wang, Erkan Nane
openaire +2 more sources
The Feynman–Kac Formula and Excursion Theory
2013We provide a proof of the Feynman–Kac formula for Brownian motion, using excursion theory up to an independent exponential time θ. Call g(θ) the last zero before θ. The independence of the pre-g(θ) process and the post-g(θ) process and the representation of their laws in terms of the integrals of Wiener measure up to inverse local time, or first ...
Ju-Yi Yen, Marc Yor
openaire +1 more source
Formulae of Feynman—Kac and Girsanov
2014We are here concerned with the stochastic differential equation $$\left\{ \begin{gathered} d\,X\left( t \right) = b\left( {t,X\left( t \right)} \right)dt + \sigma \left( {t,X\left( t \right)} \right)d\,B\left( t \right) \hfill \\ X\left( s \right) = x,\quad x \in {\mathbb{R}^d}, \hfill \\ \end{gathered} \right.,$$ (10.1) under Hypotheses 8.1 ...
openaire +1 more source
Integrative oncology: Addressing the global challenges of cancer prevention and treatment
Ca-A Cancer Journal for Clinicians, 2022Jun J Mao,, Msce +2 more
exaly