| Title:
|
The Feynman-Kac formula for a system of parabolic equations (English) |
| Author:
|
Kahane, Charles S. |
| Language:
|
English |
| Journal:
|
Czechoslovak Mathematical Journal |
| ISSN:
|
0011-4642 (print) |
| ISSN:
|
1572-9141 (online) |
| Volume:
|
44 |
| Issue:
|
4 |
| Year:
|
1994 |
| Pages:
|
579-602 |
| . |
| Category:
|
math |
| . |
| MSC:
|
35C99 |
| MSC:
|
35K15 |
| MSC:
|
35K45 |
| MSC:
|
60H30 |
| MSC:
|
60J35 |
| idZBL:
|
Zbl 0851.35054 |
| idMR:
|
MR1295136 |
| DOI:
|
10.21136/CMJ.1994.128499 |
| . |
| Date available:
|
2009-09-24T09:42:04Z |
| Last updated:
|
2020-07-29 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/128499 |
| . |
| Reference:
|
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| Reference:
|
[2] P. Billingsley: Probability and Measure, 2nd Edition.John Wiley and Sons, New York, 1986. MR 0830424 |
| Reference:
|
[3] K. L. Chung: A Course in Probability Theory, 2nd Edition.Academic Press, New York, 1974. MR 0346858 |
| Reference:
|
[4] R. Durrett: Brownian Motion and Martingales in Analysis.Wadsworth Inc., Belmont, 1984. Zbl 0554.60075, MR 0750829 |
| Reference:
|
[5] G. B. Folland: Real Analysis.John Wiley and Sons, New York, 1984. Zbl 0549.28001, MR 0767633 |
| Reference:
|
[6] M. Freidlin: Functional Integration and Partial Differential Equations.Princeton University Press, Princeton, 1985. Zbl 0568.60057, MR 0833742 |
| Reference:
|
[7] A. Friedman: Partial Differential Equations of Parabolic Type.Prentice Hall Inc., Englewood Cliffs, 1964. Zbl 0144.34903, MR 0181836 |
| Reference:
|
[8] A. Friedman: Stochastic Differential Equations and Applications, Volume 1.Academic Press, New York, 1975. MR 0494490 |
| Reference:
|
[9] R. Hersh: Random evolutions: a survey of results and problems.Rocky Mtn. J. Math. 4 (1974), 443–477. Zbl 0366.60005, MR 0394877, 10.1216/RMJ-1974-4-3-443 |
| Reference:
|
[10] M. Kac: Probability and Related Topics in the Physical Sciences.John Wiley and Sons, New York, 1960. MR 0102849 |
| Reference:
|
[11] V. P. Mikhailov: Partial Differential Equations.Mir Publishers, Moscow, 1978. MR 0498162 |
| Reference:
|
[12] E. Nelson: Feynman integrals and the Schrödinger equation.J. Math. Phys. 5 (1964), 332–343. Zbl 0133.22905, MR 0161189, 10.1063/1.1704124 |
| Reference:
|
[13] S. Orey: Probabilistic methods in partial differential equations.Studies in Partial Differential Equations, W. Littman (ed.), The Mathematical Association of America, 1982, pp. 143–205. Zbl 0588.35086, MR 0716506 |
| Reference:
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[14] B. Simon: Functional Integration and Quantum Mechanics.Academic Press, New York, 1979. MR 0544188 |
| Reference:
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[15] B. Simon: Schrödinger semigroups.Bull. Am. Math. Soc. 7 (1982), 447–526. Zbl 0524.35002, 10.1090/S0273-0979-1982-15041-8 |
| Reference:
|
[16] H. F. Trotter: On the product of semigroups of operators.Proc. Amer. Math. Soc. 10 (1959), 545–551. MR 0108732, 10.1090/S0002-9939-1959-0108732-6 |
| Reference:
|
[17] J. Yeh: Stochastic Processes and the Wiener Integral.Marcel Dekker Inc., New York, 1973. Zbl 0277.60018, MR 0474528 |
| . |
