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Measurable processes and the Feynman–Kac formula
- 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