Feynman-Kac formula - 편집 역사

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imported>Pythagoras0: 새 문서: * One possible source is the book of Brian Hall on quantum mechanics for mathematicians. Another possibility is the series on functional analysis by Reed and Simon. [[Feynman diagram...

2014-06-13T06:54:19Z

새 문서: * One possible source is the book of Brian Hall on quantum mechanics for mathematicians. Another possibility is the series on functional analysis by Reed and Simon. [[Feynman diagram...

새 문서

* One possible source is the book of Brian Hall on quantum mechanics for mathematicians. Another possibility is the series on functional analysis by Reed and Simon.

[[Feynman diagrams and path integral]]

← 이전 판	2020년 11월 16일 (월) 17:46 판
1번째 줄:	1번째 줄:
	+	==introduction==
	+	* The classical Feynman-Kac formula states the connection between
	+	** linear parabolic partial differential equations (PDEs), like the heat equation, and
	+	** expectation of stochastic processes driven by Brownian motion
	+	* It gives then a method for solving linear PDEs by Monte Carlo simulations of random processes

	+
	+	==memo==
	+	* One possible source is the book of Brian Hall on quantum mechanics for mathematicians.
	+	* Another possibility is the series on functional analysis by Reed and Simon
	+	* [[Fokker–Planck equation]]
	+
	+
	+	==related items==
	+	* [[Feynman diagrams and path integral]]
	+
	+
	+
	+	==articles==
	+	* Chen, Le, Yaozhong Hu, and David Nualart. “Two-Point Correlation Function and Feynman-Kac Formula for the Stochastic Heat Equation.” arXiv:1509.01121 [math], September 3, 2015. http://arxiv.org/abs/1509.01121.
	+	* Pham, Huyen. “Feynman-Kac Representation of Fully Nonlinear PDEs and Applications.” arXiv:1409.0625 [math], September 2, 2014. http://arxiv.org/abs/1409.0625.

← 이전 판		2020년 11월 13일 (금) 04:56 판
1번째 줄:		1번째 줄:
−	~~==introduction==~~
−	* The classical Feynman-Kac formula states the connection between
−	** linear parabolic partial differential equations (PDEs), like the heat equation, and
−	** expectation of stochastic processes driven by Brownian motion
−	* It gives then a method for solving linear PDEs by Monte Carlo simulations of random processes

−
−	~~==memo==~~
−	* One possible source is the book of Brian Hall on quantum mechanics for mathematicians.
−	* Another possibility is the series on functional analysis by Reed and Simon
−	* [[Fokker–Planck equation]]
−
−
−	~~==related items==~~
−	* [[Feynman diagrams and path integral]]
−
−
−
−	~~==articles==~~
−	* Chen, Le, Yaozhong Hu, and David Nualart. “Two-Point Correlation Function and Feynman-Kac Formula for the Stochastic Heat Equation.” arXiv:1509.01121 [math], September 3, 2015. http://arxiv.org/abs/1509.01121.
−	* Pham, Huyen. “Feynman-Kac Representation of Fully Nonlinear PDEs and Applications.” arXiv:1409.0625 [math], September 2, 2014. http://arxiv.org/abs/1409.0625.

@@ 10번째 줄: / 10번째 줄: @@
 * Another possibility is the series on functional analysis by Reed and Simon
 * [[Fokker–Planck equation]]
 ==articles==
 * Pham, Huyen. “Feynman-Kac Representation of Fully Nonlinear PDEs and Applications.” arXiv:1409.0625 [math], September 2, 2014. http://arxiv.org/abs/1409.0625.

← 이전 판		2014년 9월 16일 (화) 03:11 판
9번째 줄:		9번째 줄:
	* One possible source is the book of Brian Hall on quantum mechanics for mathematicians.		* One possible source is the book of Brian Hall on quantum mechanics for mathematicians.
	* Another possibility is the series on functional analysis by Reed and Simon		* Another possibility is the series on functional analysis by Reed and Simon
		+	* [[Fokker–Planck equation]]

@@ 1번째 줄: / 1번째 줄: @@
 ==introduction==
-* The classical Feynman-Kac formula states the connection between linear parabolic partial differential equations (PDEs), like the heat equation, and expectation of stochastic processes driven by Brownian motion. It gives then a method for solving linear PDEs by Monte Carlo simulations of random processes.
+* The classical Feynman-Kac formula states the connection between
-* One possible source is the book of Brian Hall on quantum mechanics for mathematicians. Another possibility is the series on functional analysis by Reed and Simon.
+** linear parabolic partial differential equations (PDEs), like the heat equation, and

← 이전 판		2014년 9월 7일 (일) 06:01 판
1번째 줄:		1번째 줄:
		+	==introduction==
		+	* The classical Feynman-Kac formula states the connection between linear parabolic partial differential equations (PDEs), like the heat equation, and expectation of stochastic processes driven by Brownian motion. It gives then a method for solving linear PDEs by Monte Carlo simulations of random processes.
	* One possible source is the book of Brian Hall on quantum mechanics for mathematicians. Another possibility is the series on functional analysis by Reed and Simon.		* One possible source is the book of Brian Hall on quantum mechanics for mathematicians. Another possibility is the series on functional analysis by Reed and Simon.
		+
		+
		+	==articles==
		+	* Pham, Huyen. “Feynman-Kac Representation of Fully Nonlinear PDEs and Applications.” arXiv:1409.0625 [math], September 2, 2014. http://arxiv.org/abs/1409.0625.
		+

	[[Feynman diagrams and path integral]]		[[Feynman diagrams and path integral]]