The Feynman-Kac formula and related problems

28 January 2008
Prof. Jiangang Ying
This talk gives a survey on a series of work which I and co-authors have been doing for 10 years. I will start from the Feynman-Kac type formula for Dirichlet forms. Then a necessary and sufficient condition is given to characterize the killing transform of Markov processes. Lastly we shall discuss the regular subspaces of linear transform and answer some problems related to the Feynman-Kac formula
  • Stochastic Analysis Seminar