Feynman–Kac representation and Markov property of semigroups generated by noncommutative elliptic operators. (English) Zbl 1065.46048
Reviewer: Messoud A. Efendiev (Berlin)
Found 10 Documents (Results 1–10)
Solving Dirichlet problems numerically using the Feynman-Kac representation. (English) Zbl 1050.65001
Reviewer: Eckhard Platen (Broadway)
The Hamilton-Jacobi-Bellman equation and the stochastic Noether theorem. (English) Zbl 1034.60065
Iannelli, Mimmo (ed.) et al., Evolution equations: applications to physics, industry, life sciences and economics. Proceedings of the 7th international conference on evolution equations and their applications, EVEQ2000 conference, Levico Terme, Italy, October 30–November 4, 2000. Basel: Birkhäuser (ISBN 3-7643-0374-3/hbk). Prog. Nonlinear Differ. Equ. Appl. 55, 375-401 (2003).
Reviewer: Bo Markussen (Kopenhagen)
Large deviations for Brownian motion in a random scenery. (English) Zbl 1043.60018
Reviewer: A. A. Dorogovtsev (Kyïv)
Particle approximations of Lyapunov exponents connected to Schrödinger operators and Feynman-Kac semigroups. (English) Zbl 1040.81009
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