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First order Feynman-Kac formula
- Publication Year :
- 2017
- Publisher :
- Elsevier, 2017.
-
Abstract
- We study the parabolic integral kernel associated with the weighted Laplacian and the Feynman-Kac kernels. For manifold with a pole we deduce formulas and estimates for them and for their derivatives, given in terms of a Gaussian term and the semi-classical bridge. Assumptions are on the Riemannian data.
- Subjects :
- Statistics and Probability
Logarithm
Applied Mathematics
Gaussian
Statistics & Probability
010102 general mathematics
0104 Statistics
Feynman–Kac formula
Term (logic)
First order
01 natural sciences
math.PR
010104 statistics & probability
symbols.namesake
Modeling and Simulation
symbols
1502 Banking, Finance And Investment
0101 mathematics
Laplace operator
Kernel (category theory)
Mathematical physics
Mathematics
Subjects
Details
- Database :
- OpenAIRE
- Accession number :
- edsair.doi.dedup.....ebb23623d286e2cb5b06b6b4bedfb50d