AbstractThis paper uses martingale calculus in order to study multiplicative Kac functionals. Probabilistic representation of a solution of the Schrödinger equation with non necessarily negative potential is obtained. Necessary and sufficient conditions for the a.s. convergence and the a.s. divergence of some integrals are given
We discuss the so-called Schr{ö}dinger problem of deducing the microscopic (basically stochastic) ev...
This article is written in honor of G. Lumer whom I consider as my semi-group teacher Abstract. In t...
We study multidimensional diffusion processes and give an explicit representation for their conditio...
AbstractThis paper uses martingale calculus in order to study multiplicative Kac functionals. Probab...
We prove that the solution of the Kac analogue of Boltzmann’s equation can be viewed as a probabilit...
Blanchard P, Garbaczewski P, Olkiewicz R. Non-negative Feynman-Kac kernels in Schrodinger's interpol...
We consider linear parabolic stochastic integro-PDE's of Feynman-Kac type associated to Lévy-Itô dif...
One proves that the solution of the Kac analogue of Boltzmann\u27s equation can be viewed as probabi...
In this paper we introduce the concept of \textit{conic martingales}. This class refers to stochasti...
106 p. ; ill. ; 30 cmThe objective of this work is to show the bond between the partial derivative e...
International audienceIn this paper we introduce the concept of \textit{conic martingales}. This cla...
With the pioneering work of [Pardoux and Peng, Syst. Contr. Lett. 14 (1990) 55–61; Pardoux and Peng...
The classical Feynman-Kac formula states the connection between linear parabolic partial differentia...
In Dolera, Gabetta and Regazzini [Ann. Appl. Probab. 19 (2009) 186\u2013201] it is proved that the t...
The Feynman-Kac formulae (FKF) express local solutions of partial differential equations (PDEs) as e...
We discuss the so-called Schr{ö}dinger problem of deducing the microscopic (basically stochastic) ev...
This article is written in honor of G. Lumer whom I consider as my semi-group teacher Abstract. In t...
We study multidimensional diffusion processes and give an explicit representation for their conditio...
AbstractThis paper uses martingale calculus in order to study multiplicative Kac functionals. Probab...
We prove that the solution of the Kac analogue of Boltzmann’s equation can be viewed as a probabilit...
Blanchard P, Garbaczewski P, Olkiewicz R. Non-negative Feynman-Kac kernels in Schrodinger's interpol...
We consider linear parabolic stochastic integro-PDE's of Feynman-Kac type associated to Lévy-Itô dif...
One proves that the solution of the Kac analogue of Boltzmann\u27s equation can be viewed as probabi...
In this paper we introduce the concept of \textit{conic martingales}. This class refers to stochasti...
106 p. ; ill. ; 30 cmThe objective of this work is to show the bond between the partial derivative e...
International audienceIn this paper we introduce the concept of \textit{conic martingales}. This cla...
With the pioneering work of [Pardoux and Peng, Syst. Contr. Lett. 14 (1990) 55–61; Pardoux and Peng...
The classical Feynman-Kac formula states the connection between linear parabolic partial differentia...
In Dolera, Gabetta and Regazzini [Ann. Appl. Probab. 19 (2009) 186\u2013201] it is proved that the t...
The Feynman-Kac formulae (FKF) express local solutions of partial differential equations (PDEs) as e...
We discuss the so-called Schr{ö}dinger problem of deducing the microscopic (basically stochastic) ev...
This article is written in honor of G. Lumer whom I consider as my semi-group teacher Abstract. In t...
We study multidimensional diffusion processes and give an explicit representation for their conditio...
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