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First order Feynman–Kac formula
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Li, Xue-Mei and Thompson, James (2018) First order Feynman–Kac formula. Stochastic Processes and their Applications, 128 (9). pp. 3006-3029. doi:10.1016/j.spa.2017.10.010 ISSN 0304-4149.
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Official URL: http://dx.doi.org/10.1016/j.spa.2017.10.010
Abstract
We study the parabolic integral kernel for the weighted Laplacian with a potential. For manifolds with a pole we deduce formulas and estimates for the derivatives of the Feynman–Kac kernels and their logarithms, these are in terms of a ‘Gaussian’ term and the semi-classical bridge.
Item Type: | Journal Article | ||||||||
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Divisions: | Faculty of Science, Engineering and Medicine > Science > Mathematics | ||||||||
Journal or Publication Title: | Stochastic Processes and their Applications | ||||||||
Publisher: | Elsevier Science BV | ||||||||
ISSN: | 0304-4149 | ||||||||
Official Date: | September 2018 | ||||||||
Dates: |
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Volume: | 128 | ||||||||
Number: | 9 | ||||||||
Page Range: | pp. 3006-3029 | ||||||||
DOI: | 10.1016/j.spa.2017.10.010 | ||||||||
Status: | Peer Reviewed | ||||||||
Publication Status: | Published | ||||||||
Access rights to Published version: | Restricted or Subscription Access |
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