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arxiv: 1210.6472 · v1 · pith:G44GDOSAnew · submitted 2012-10-24 · 🧮 math.AP · math.PR

Feynman-Kac theorems for generalized diffusions

classification 🧮 math.AP math.PR
keywords diffusionsfeynman-kacgeneralizedtheoremscoefficientsequationsestablishexistence
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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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