First Order Feynman-Kac Formula
Probability
2017-11-07 v2
Abstract
We study the parabolic integral kernel associated with the weighted Laplacian and the Feynman-Kac kernels. For manifold with a pole we deduce formulas and estimates for them and for their derivatives, given in terms of a Gaussian term and the semi-classical bridge. Assumptions are on the Riemannian data.
Keywords
Cite
@article{arxiv.1608.03856,
title = {First Order Feynman-Kac Formula},
author = {Xue-Mei Li and James Thompson},
journal= {arXiv preprint arXiv:1608.03856},
year = {2017}
}
Comments
31 pages, to appear in `Stochastic Processes and their Applications'