A remark concerning Feynman Kac formulas for the perturbed harmonic oscillator
Analysis of PDEs
2010-09-24 v1 Probability
Abstract
We give the solution of certain parabolic evolution problems (time-depending perturbations of the heat equation for the harmonic oscillator) as explicit integrals on the Wiener space.
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Cite
@article{arxiv.1009.4613,
title = {A remark concerning Feynman Kac formulas for the perturbed harmonic oscillator},
author = {L. Jager},
journal= {arXiv preprint arXiv:1009.4613},
year = {2010}
}
Comments
22 pages