Feynman–Kac theorems for generalized diffusions
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- by Erik Ekström, Svante Janson and Johan Tysk PDF
- Trans. Amer. Math. Soc. 367 (2015), 8051-8070 Request permission
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.References
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Additional Information
- Erik Ekström
- Affiliation: Department of Mathematics, Uppsala University, Box 480, 75106 Uppsala, Sweden
- Svante Janson
- Affiliation: Department of Mathematics, Uppsala University, Box 480, 75106 Uppsala, Sweden
- Johan Tysk
- Affiliation: Department of Mathematics, Uppsala University, Box 480, 75106 Uppsala, Sweden
- Received by editor(s): October 22, 2012
- Received by editor(s) in revised form: September 4, 2013
- Published electronically: March 19, 2015
- Additional Notes: The first and third authors were supported by the Swedish Research Council (VR)
The second author was supported by the Knut and Alice Wallenberg Foundation - © Copyright 2015
American Mathematical Society
The copyright for this article reverts to public domain 28 years after publication. - Journal: Trans. Amer. Math. Soc. 367 (2015), 8051-8070
- MSC (2010): Primary 35K65, 60G44; Secondary 60J60
- DOI: https://doi.org/10.1090/S0002-9947-2015-06278-3
- MathSciNet review: 3391909