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Measurable processes and the Feynman–Kac formula

Authors :
Brian Jefferies
Source :
Indagationes Mathematicae. 27:296-306
Publication Year :
2016
Publisher :
Elsevier BV, 2016.

Abstract

The paper examines measurability conditions for a random process for which a general form of the Feynman–Kac formula is valid.

Details

ISSN :
00193577
Volume :
27
Database :
OpenAIRE
Journal :
Indagationes Mathematicae
Accession number :
edsair.doi...........9c1c2abfa20af589ee0501acfb43498d