Feynman-Kac theorems for generalized diffusions
Analysis of PDEs
2012-10-25 v1 Probability
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.
Cite
@article{arxiv.1210.6472,
title = {Feynman-Kac theorems for generalized diffusions},
author = {Erik Ekström and Svante Janson and Johan Tysk},
journal= {arXiv preprint arXiv:1210.6472},
year = {2012}
}
Comments
21 pages