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Zapiski Nauchnykh Seminarov POMI, 1997, Volume 244, Pages 46–60 (Mi znsl510)  
This article is cited in 3 scientific papers (total in 3 papers)

Versions of the Feynman–Kac formula

A. N. Borodin

St. Petersburg Department of V. A. Steklov Institute of Mathematics, Russian Academy of Sciences
Full-text PDF (205 kB) Citations (3)
Abstract: Some new versions of the Feynman–Kac formula for Brownian motion are considered. An interesting generalization of the formula is connected with the solutions of systems of linear differential equations.
Received: 27.11.1997
English version:
Journal of Mathematical Sciences (New York), 2000, Volume 99, Issue 2, Pages 1044–1052
DOI: https://doi.org/10.1007/BF02673625
Bibliographic databases:
UDC: 519.2
Language: Russian
Citation: A. N. Borodin, “Versions of the Feynman–Kac formula”, Probability and statistics. Part 2, Zap. Nauchn. Sem. POMI, 244, POMI, St. Petersburg, 1997, 46–60; J. Math. Sci. (New York), 99:2 (2000), 1044–1052
Citation in format AMSBIB
\Bibitem{Bor97}
\by A.~N.~Borodin
\paper Versions of the Feynman--Kac formula
\inbook Probability and statistics. Part~2
\serial Zap. Nauchn. Sem. POMI
\yr 1997
\vol 244
\pages 46--60
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl510}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1700379}
\zmath{https://zbmath.org/?q=an:0956.60076}
\transl
\jour J. Math. Sci. (New York)
\yr 2000
\vol 99
\issue 2
\pages 1044--1052
\crossref{https://doi.org/10.1007/BF02673625}
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    • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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