Some properties of the Feynman-Kac functional

S. Graversen, Z. R. Pop-Stojanović and K. Murali Rao

International Journal of Stochastic Analysis, 1995, vol. 8, 1-10

Abstract:

The Feynman-Kac formula and its connections with classical analysis were initiated in the now celebrated paper [6] of M. Kac. It soon became obvious that the formula provides a powerful tool for solving partial differential equations by running the Brownian motion process. K.L. Chung and K.M. Rao in [4] used it to characterize solutions of the Schrödinger equation. In this paper we study some properties of the Feynman-Kac functional using the Brownian motion process. In particular, we are going to use it in connection with the gauge function in order to obtain an energy formula similar to one obtained by G. Dal Maso and U. Mosco in [5].

Date: 1995
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnijsa:586579

DOI: 10.1155/S1048953395000013

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