Solution of the Fokker-Planck Equation with Boundary Conditions by Feynman-Kac Integration

In this paper, we apply the results about 0 and o'-function pertur-bations in order to formulate within the Feynman-Kac integration the solution of the forward Fokker-Planck equation subject to Dirichlet or Neumann boundary conditions. We introduce the concept of convex order to derive upper and lower bounds for path integrals with 0 and o'-functions in the integrand. We suggest the use of those bounds as an approximation for the solution