"Feynman-Kac formula"의 두 판 사이의 차이

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-==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.

2020년 11월 12일 (목) 20:56 판