Itô Method for Proving the Feynman–Kac Formula for the Euclidean Analog of the Stochastic Schrödinger Equation
- 作者: Loboda A.A.1
-
隶属关系:
- Lomonosov Moscow State University
- 期: 卷 54, 编号 4 (2018)
- 页面: 557-561
- 栏目: Short Communications
- URL: https://journals.rcsi.science/0012-2661/article/view/154741
- DOI: https://doi.org/10.1134/S0012266118040122
- ID: 154741
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详细
For a stochastic differential equation of the heat equation type, we obtain a Feynman–Kac formula to which the method of analytic continuation with respect to a parameter can be applied under certain assumptions.
作者简介
A. Loboda
Lomonosov Moscow State University
编辑信件的主要联系方式.
Email: orion1312@yandex.ru
俄罗斯联邦, Moscow, 119991
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