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arXiv · 1904.12160

On the Feynman-Kac Formula

B Rajeev
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Abstract

In this article, given $y :[0,\eta)\rightarrow H$ a continuous map into a Hilbert space $H$ we study the equation \[\hat y(t) = e^{\int_0^tc(s,\hat y)}y(t)\] where $c(s,\cdot)$ is a given `potential' on $C([0,\eta),H)$. Applying the transformation $y \rightarrow \hat y$ to the solutions of the SPDE and PDE underlying a diffusion, we study the Feynman-Kac formula.

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B Rajeev. 2019-04-27. On the Feynman-Kac Formula. https://arxiv.org/abs/1904.12160

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