First order Feynman-Kac formula
File(s)
Accepted version
Author(s)
Li, X-M
Thompson, J
Type
Journal Article
Abstract
We study the parabolic integral kernel associated with the weighted Laplacian
and the Feynman-Kac kernels. For manifold with a pole we deduce formulas and
estimates for them and for their derivatives, given in terms of a Gaussian term
and the semi-classical bridge. Assumptions are on the Riemannian data.
and the Feynman-Kac kernels. For manifold with a pole we deduce formulas and
estimates for them and for their derivatives, given in terms of a Gaussian term
and the semi-classical bridge. Assumptions are on the Riemannian data.
Date Issued
2018-09-01
Date Acceptance
2017-10-27
Citation
Stochastic Processes and their Applications, 2018, 128 (9), pp.3006-3029
ISSN
0304-4149
Publisher
Elsevier
Start Page
3006
End Page
3029
Journal / Book Title
Stochastic Processes and their Applications
Volume
128
Issue
9
Copyright Statement
© 2017 Elsevier B.V. All rights reserved. This manuscript is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International Licence http://creativecommons.org/licenses/by-nc-nd/4.0/
Identifier
http://arxiv.org/abs/1608.03856v1
Subjects
math.PR
math.PR
Notes
30 pages
Publication Status
Published
Date Publish Online
2017-11-13