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Lecture 6: Lie–Trotter Formula, Wiener Process, Feynman–Kac Formula

Authors :
Gianfausto Dell’Antonio
Source :
Atlantis Studies in Mathematical Physics: Theory and Applications ISBN: 9789462391147
Publication Year :
2016
Publisher :
Atlantis Press, 2016.

Subjects

Subjects :
symbols.namesake
Wiener process
symbols
Feynman–Kac formula
Brownian motion
Mathematical physics
Mathematics

Details

ISBN :
978-94-6239-114-7
ISBNs :
9789462391147
Database :
OpenAIRE
Journal :
Atlantis Studies in Mathematical Physics: Theory and Applications ISBN: 9789462391147
Accession number :
edsair.doi...........4b91aa44d06978e5dbee772e367ef294
Full Text :
https://doi.org/10.2991/978-94-6239-115-4_6
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