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Some properties of the Feynman-Kac functional. (English) Zbl 0834.60087
Some properties of the Feynman-Kac functional are studied by using the Brownian motion. In particular, by using it in connection with the gauge function, an energy formula is obtained.
Reviewer: Wu Rong (Tianjin)
MSC:
60J45 Probabilistic potential theory
60J25 Continuous-time Markov processes on general state spaces
35C05 Solutions to PDEs in closed form
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