Conditional gauge theorem for non-local Feynman-Kac transforms
By Zhen-Qing Chen, Renming Song. 2003
65 citations recorded by the source corpus.
Subfields: Finance, Mathematical Physics, Statistical and Nonlinear Physics
View Paper: https://www.semanticscholar.org/paper/c9c69808debe6883da5715570e8f3ce2af76ef3c
How researchers see this paper
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In Finance
- Mateusz Kwaśnicki
- Krzysztof Bogdan
- Zhen-Qing Chen
- Tadeusz Kulczycki
- Renming Song
- Panki Kim
- Xavier Ros-Oton
- M. Ryznar
In Mathematical Physics
- Mateusz Kwaśnicki
- Zhen-Qing Chen
- Krzysztof Bogdan
- Tadeusz Kulczycki
- Bartłlomiej Dyda
- Renming Song
- Panki Kim
- T. Grzywny
In Statistical and Nonlinear Physics
Citations in the corpus
- Estimates and structure of α-harmonic functions (2006, background): “For more information on typical applications we refer the reader to [11], [30], [12], [20], [13], [14], [22], see also [25] for a general perspective.”
- Time fractional equations and probabilistic representation (2017, methodology): “d the Feller generator of X. (iii) Certain Feynman-Kac semigroups (can be non-local Feynman-Kac semigroups or even generalized Feynman-Kac semigroups) in Lp-space or in C∞(E) of a Hunt process X; cf. [4, 6]. For α > 0, let Gα := R∞ 0 e −αtT tdt be the resolvent of the semigroup {Tt;t ≥ 0} on Bana”