Some properties of the Feynman-Kac functional. (1995)

• Record Type: Journal Article
• Authors: Graversen, S.; Pop-Stojanović, Z. R.; Rao, K. Murali
• Is Part Of: Journal of applied mathematics and stochastic analysis. Volume 8:Number 1(1995)
• Page Start: 1
• Page End: 10
• Publication Date: 1995
• Subjects: Gauge function -- Brownian motion -- subharmonic function -- explosion point -- Kato class -- the energy functional -- excessive function; Mathematical models -- Periodicals; Computer simulation -- Periodicals; Computer science -- Mathematics -- Periodicals; Computer science -- Mathematics; Computer simulation; Mathematical models; Applied Mathematics; Periodicals; Electronic journals; 519.22
• DOI: 10.1155/S1048953395000013
• Languages: English
• ISSNs: 1048-9533

Abstract

Abstract : The Feynman-Kac formula and its connections with classical analysis were initiated in the now celebrated paper [6] of M. Kac. It soon became obvious that the formula provides a powerful tool for solving partial differential equations by running the Brownian motion process. K.L. Chung and K.M. Rao in [4] used it to characterize solutions of the Schrödinger equation. In this paper we study some properties of the Feynman-Kac functional using the Brownian motion process. In particular, we are going to use it in connection with the gauge function in order to obtain an energy formula similar to one obtained by G. Dal Maso and U. Mosco in [5].