First order Feynman-Kac formula

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Title: First order Feynman-Kac formula
Authors: Li, X-M
Thompson, J
Item 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.
Issue Date: 1-Sep-2018
Date of Acceptance: 27-Oct-2017
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
Keywords: math.PR
0104 Statistics
1502 Banking, Finance And Investment
Statistics & Probability
Notes: 30 pages
Publication Status: Published
Online Publication Date: 2017-11-13
Appears in Collections:Pure Mathematics
Faculty of Natural Sciences

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