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Versions of the Feynman-Kac formula |
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| Authors: | A N Borodin |
| Abstract: | Some new versions of the Feynman-Kac formula for Brownian motion are considered. An interesting generalization of the formula is related to solutions of systems of linear differential equations. Bibliography: 7 titles. Translated fromZapiski Nauchnykh Seminarov POMI, Vol. 244, 1997, pp. 46–60. Translated by T. Safonova |
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