First order Feynman–Kac formula

Xue-Mei Li and James Thompson

Stochastic Processes and their Applications, 2018, vol. 128, issue 9, 3006-3029

Abstract: We study the parabolic integral kernel for the weighted Laplacian with a potential. For manifolds with a pole we deduce formulas and estimates for the derivatives of the Feynman–Kac kernels and their logarithms, these are in terms of a ‘Gaussian’ term and the semi-classical bridge.

Keywords: Manifold with a pole; Semi-classical bridge; Feynman–Kac formula; Gaussian bounds for fundamental solutions of parabolic equations; Logarithmic heat kernels (search for similar items in EconPapers)
Date: 2018
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:128:y:2018:i:9:p:3006-3029

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DOI: 10.1016/j.spa.2017.10.010

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