Construct · 1 fields · 1 citations

Feynman-Kac formula: a standalone construct

One name. One construct. A landmark on the map.

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Probability theory

result linking the solution of certain parabolic partial differential equations to an expectation taken over the paths of a diffusion process.

In probability theory, Feynman-Kac formula refers to result linking the solution of certain parabolic partial differential equations to an expectation taken over the paths of a diffusion process. This meaning comes from Kac (1949) in Transactions of the American Mathematical Society.[1]

Unit
Recovery means
Measured by

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Nearby constructs

diffusion6 fields · 12 citationsjingle · one name, six constructs expectation4 fields · 4 citationsjingle · one word, four constructs formula1 fields · 1 citationsanchor · a standalone construct

References

Kac, M. (1949). On distributions of certain Wiener functionals. Transactions of the American Mathematical Society, 65(1), 1-13. https://doi.org/10.1090/s0002-9947-1949-0027960-x

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