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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...) |
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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. | ||
* 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. | ||
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| + | ==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. | ||
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[[Feynman diagrams and path integral]] | [[Feynman diagrams and path integral]] | ||
2014년 9월 6일 (토) 22:01 판
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.
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.