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Feynman–Kac theorems for generalized diffusions
- Source :
- Transactions of the American Mathematical Society. 367:8051-8070
- Publication Year :
- 2015
- Publisher :
- American Mathematical Society (AMS), 2015.
-
Abstract
- We find Feynman–Kac type representation theorems for generalized diffusions. To do this we need to establish existence, uniqueness and regularity results for equations with measure-valued coefficients.
Details
- ISSN :
- 10886850 and 00029947
- Volume :
- 367
- Database :
- OpenAIRE
- Journal :
- Transactions of the American Mathematical Society
- Accession number :
- edsair.doi...........d416012b9889f10affeb9b7eeebfa69f
- Full Text :
- https://doi.org/10.1090/s0002-9947-2015-06278-3