Feynman–kac Theorems for Generalized Diffusions

نویسندگان

  • ERIK EKSTRÖM
  • SVANTE JANSON
  • JOHAN TYSK
چکیده

We find Feynman–Kac type representation theorems for generalized diffusions. To do this we need to establish existence, uniqueness and regularity results for equations with measure-valued coefficients.

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تاریخ انتشار 2012