Relevant bibliographies by topics / Fórmula de Feynman Kac

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  2. Dissertations / Theses
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Academic literature on the topic 'Fórmula de Feynman Kac'

Author: Grafiati
Published: 4 June 2021
Last updated: 3 February 2022

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Journal articles on the topic "Fórmula de Feynman Kac"

1

Belton, Alexander C. R., J. Martin Lindsay, and Adam G. Skalski. "Quantum Feynman-Kac perturbations." Journal of the London Mathematical Society 89, no. 1 (2013): 275–300. http://dx.doi.org/10.1112/jlms/jdt048.

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Wang, Wanli, and Weihua Deng. "Aging Feynman–Kac equation." Journal of Physics A: Mathematical and Theoretical 51, no. 1 (2017): 015001. http://dx.doi.org/10.1088/1751-8121/aa9469.

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Miclo, L., and P. Del Moral. "Annealed Feynman-Kac Models." Communications in Mathematical Physics 235, no. 2 (2003): 191–214. http://dx.doi.org/10.1007/s00220-003-0802-z.

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Li, Xue-Mei, and James Thompson. "First order Feynman–Kac formula." Stochastic Processes and their Applications 128, no. 9 (2018): 3006–29. http://dx.doi.org/10.1016/j.spa.2017.10.010.

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Fox, Bennett L. "Filtering the Feynman--KAC Formula." SIAM Journal on Numerical Analysis 39, no. 6 (2002): 2179–99. http://dx.doi.org/10.1137/s0036142900374032.

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Mądrecki, A., and M. Rybaczuk. "New Feynman-Kac type formula." Reports on Mathematical Physics 32, no. 3 (1993): 301–27. http://dx.doi.org/10.1016/0034-4877(93)90023-8.

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Thompson, James. "Derivatives of Feynman–Kac Semigroups." Journal of Theoretical Probability 32, no. 2 (2018): 950–73. http://dx.doi.org/10.1007/s10959-018-0824-2.

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Csàki, E. "A discrete Feynman-Kac formula." Journal of Statistical Planning and Inference 34, no. 1 (1993): 63–73. http://dx.doi.org/10.1016/0378-3758(93)90034-4.

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Kluvánek, Igor. "Integration and the Feynman-Kac formula." Studia Mathematica 86, no. 1 (1987): 35–57. http://dx.doi.org/10.4064/sm-86-1-35-57.

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Hibey, Joseph L., and Charalambos D. Charalambous. "Quadratic forms for Feynman–Kac semigroups." Physics Letters A 353, no. 6 (2006): 446–51. http://dx.doi.org/10.1016/j.physleta.2005.12.113.

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Dissertations / Theses on the topic "Fórmula de Feynman Kac"

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Cruz, José Manuel Teixeira Santos. "Integro-differential equations for option pricing in exponential Lévy models." Master's thesis, Instituto Superior de Economia e Gestão, 2013. http://hdl.handle.net/10400.5/6358.

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Mestrado em Matemática Financeira<br>This dissertation discusses under which conditions we can express the function that represents the option price as the solution of a certain partial integro-differential equation (PIDE) in a exponential Lévy model. The main difference between this case and the Black Scholes case is that there is a non-local term in the equation, which makes the analysis more complicated. Also, we discuss under which conditions we can obtain a Feynman-Kac formula for the case of a pure jump process and discuss the conditions under which option prices are classical solutions
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Niski, Fabio. "Integral estocástica e aplicações." Universidade de São Paulo, 2009. http://www.teses.usp.br/teses/disponiveis/45/45132/tde-07122009-131027/.

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O aumento pelo interesse na teoria de integração estocástica é, basicamente, consequência da acirrada competição para entender, desenvolver e aplicar a matemática subjacente ao mercado mobiliário. Neste trabalho desenvolvemos, de maneira didática e visando aplicações, tal teoria. Para tanto, começamos apresentando um desenvolvimento cuidadoso da teoria dos martingais e dos principais resultados de medida e probabilidade relacionados. Depois apresentamos de maneira formal a teoria de integração estocástica com respeito aos semi-martingais contínuos. Finalizamos com um tratamento das principais
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Hardarson, Askell Simon Barry Simon Barry. "Doublewell tunneling via the Feynman-Kac formula /." Diss., Pasadena, Calif. : California Institute of Technology, 1988. http://etd.caltech.edu/etd/available/etd-09062005-152643/.

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Gallucci, Anna. "The Feynman-Kac formula and applications to PDEs." Master's thesis, Alma Mater Studiorum - Università di Bologna, 2014. http://amslaurea.unibo.it/7895/.

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The thesis presents a probabilistic approach to the theory of semigroups of operators, with particular attention to the Markov and Feller semigroups. The first goal of this work is the proof of the fundamental Feynman-Kac formula, which gives the solution of certain parabolic Cauchy problems, in terms of the expected value of the initial condition computed at the associated stochastic diffusion processes. The second target is the characterization of the principal eigenvalue of the generator of a semigroup with Markov transition probability function and of second order elliptic operators with r
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Bär, Christian, and Frank Pfäffle. "Wiener measures on Riemannian manifolds and the Feynman-Kac formula." Universität Potsdam, 2012. http://opus.kobv.de/ubp/volltexte/2012/5999/.

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This is an introduction to Wiener measure and the Feynman-Kac formula on general Riemannian manifolds for Riemannian geometers with little or no background in stochastics. We explain the construction of Wiener measure based on the heat kernel in full detail and we prove the Feynman-Kac formula for Schrödinger operators with bounded potentials. We also consider normal Riemannian coverings and show that projecting and lifting of paths are inverse operations which respect the Wiener measure.
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Perez, Asher. "Développements diagrammatiques pour un plasma quantique dans la représentation de Feynman-Kac." Lyon 1, 1994. http://www.theses.fr/1994LYO10024.

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Ce travail s'inscrit dans le cadre de l'etude des plasmas quantiques composes d'electrons et de noyaux interagissant via le potentiel de coulomb. Dans ce contexte, la derivation d'une equation d'etat par un developpement systematique en densite est utile. Dans une premiere partie, nous passons en revue les proprietes d'equilibre et les differents formalismes existant pour les systemes coulombiens classiques et quantiques. Nous enchainons, dans une seconde partie, sur notre formalisme donnant une representation diagrammatique des quantites d'equilibre, qui est l'analogue du developpement d'abe-
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Güneysu, Batu [Verfasser]. "On the Feynman-Kac formula for Schrödinger semigroups on vector bundles / Batu Güneysu." Bonn : Universitäts- und Landesbibliothek Bonn, 2011. http://d-nb.info/1016118392/34.

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Giraud, François. "Analyse des modèles particulaires de Feynman-Kac et application à la résolution de problèmes inverses en électromagnétisme." Phd thesis, Université Sciences et Technologies - Bordeaux I, 2013. http://tel.archives-ouvertes.fr/tel-00834920.

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Dans une première partie théorique, nous nous penchons sur une analyse rigoureuse des performances de l'algorithme Sequential Monte Carlo (SMC) conduisant à des résultats de type bornes L^p et inégalités de concentration. Nous abordons notamment le cas particulier des SMC associés à des schémas de température, et analysons sur ce sujet un processus à schéma adaptatif.Dans une seconde partie appliquée, nous illustrons son utilisation par la résolution de problèmes inverses concrets en électromagnétisme. Le plus important d'entre eux consiste à estimer les propriétés radioélectriques de matériau
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Ferré, Grégoire. "Théorie des grandes déviations en physique statistique : quelques aspects théoriques et numériques." Thesis, Paris Est, 2019. http://www.theses.fr/2019PESC1035.

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Cette thèse s’intéresse à différents problèmes de grandes déviations en rapport avec la physique statistique, qu’elle aborde sous l’angle théorique aussi bien que numérique. La première partie concerne l’étude de grandes déviations en temps long pour les processus de diffusion. Tout d’abord, de nouveaux résultats d’ergodicité sont montrés pour les dynamiques de Feynman-Kac, en temps discret et en temps continu. Ceci conduit à de nouveaux résultats fins (au sens de la topologie considérée) sur les grandes déviations de mesures empiriques de processus de diffusion. Divers aspects numériques sont
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Bär, Christian. "Renormalized integrals and a path integral formula for the heat kernel on a manifold." Universität Potsdam, 2012. http://opus.kobv.de/ubp/volltexte/2012/6005/.

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We introduce renormalized integrals which generalize conventional measure theoretic integrals. One approximates the integration domain by measure spaces and defines the integral as the limit of integrals over the approximating spaces. This concept is implicitly present in many mathematical contexts such as Cauchy's principal value, the determinant of operators on a Hilbert space and the Fourier transform of an L^p function. We use renormalized integrals to define a path integral on manifolds by approximation via geodesic polygons. The main part of the paper is dedicated to the proof of a path
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Books on the topic "Fórmula de Feynman Kac"

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Del Moral, Pierre. Feynman-Kac Formulae. Springer New York, 2004. http://dx.doi.org/10.1007/978-1-4684-9393-1.

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Jefferies, Brian. Evolution processes and the Feynman-Kac formula. Kluwer Academic Publishers, 1996.

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Jefferies, Brian. Evolution Processes and the Feynman-Kac Formula. Springer Netherlands, 1996. http://dx.doi.org/10.1007/978-94-015-8660-3.

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Non-autonomous Kato classes and Feynman-Kac propagators. World Scientific, 2007.

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Moral, Pierre Del. Feynman-Kac formulae: Genealogical and interacting particle systems with applications. Springer-Verlag, 2004.

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Moral, Pierre. Feynman-Kac Formulae: Genealogical and Interacting Particle Systems with Applications. Springer New York, 2004.

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Fumio, Hiroshima, and Betz Volker, eds. Feynman-Kac-type theorems and Gibbs measures on path space: With applications to rigorous quantum field theory. De Gruyter, 2011.

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Feynman-Kac Formulae. Springer My Copy UK, 2004.

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Moral, Piere Del. Feynman-Kac Formulae. Springer, 2004.

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Jefferies, Brian. Evolution Processes and the Feynman-Kac Formula. Springer, 2013.

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Book chapters on the topic "Fórmula de Feynman Kac"

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Del Moral, Pierre. "Feynman-Kac Formulae." In Probability and its Applications. Springer New York, 2004. http://dx.doi.org/10.1007/978-1-4684-9393-1_2.

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Jefferies, Brian. "Feynman-Kac Formulae." In Evolution Processes and the Feynman-Kac Formula. Springer Netherlands, 1996. http://dx.doi.org/10.1007/978-94-015-8660-3_4.

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Simon, Martin. "Feynman-Kac formulae." In Anomaly Detection in Random Heterogeneous Media. Springer Fachmedien Wiesbaden, 2015. http://dx.doi.org/10.1007/978-3-658-10993-6_2.

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Lichters, Roland, Roland Stamm, and Donal Gallagher. "The Feynman-Kac Connection." In Modern Derivatives Pricing and Credit Exposure Analysis. Palgrave Macmillan UK, 2015. http://dx.doi.org/10.1057/9781137494849_27.

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Choe, Geon Ho. "The Feynman–Kac Theorem." In Universitext. Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-25589-7_13.

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Roepstorff, Gert. "Die Feynman-Kac-Formel." In Pfadintegrale in der Quantenphysik. Vieweg+Teubner Verlag, 1992. http://dx.doi.org/10.1007/978-3-322-90762-2_2.

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Glimm, James, and Arthur Jaffe. "The Feynman-Kac Formula." In Quantum Physics. Springer New York, 1987. http://dx.doi.org/10.1007/978-1-4612-4728-9_3.

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Steele, J. Michael. "The Feynman-Kac Connection." In Stochastic Calculus and Financial Applications. Springer New York, 2001. http://dx.doi.org/10.1007/978-1-4684-9305-4_15.

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Chung, Kai Lai, and Zhongxin Zhao. "Stopped Feynman-Kac Functional." In Grundlehren der mathematischen Wissenschaften. Springer Berlin Heidelberg, 1995. http://dx.doi.org/10.1007/978-3-642-57856-4_4.

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Roepstorff, Gert. "The Feynman-Kac Formula." In Path Integral Approach to Quantum Physics. Springer Berlin Heidelberg, 1994. http://dx.doi.org/10.1007/978-3-642-57886-1_2.

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Conference papers on the topic "Fórmula de Feynman Kac"

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Datta, S. "A Feynman-Kac path integral study of Rb gas." In Invited Lectures of TC-2005. WORLD SCIENTIFIC, 2006. http://dx.doi.org/10.1142/9789812772510_0007.

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Stepin, S. A., A. J. Rejrat, Piotr Kielanowski, et al. "Heat Kernel Short-Time Expansion within the Scope of Feynman-Kac Formula." In XXIX WORKSHOP ON GEOMETRIC METHODS IN PHYSICS. AIP, 2010. http://dx.doi.org/10.1063/1.3527411.

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Nieto-Chaupis, Huber. "The Feynman-Kac Formula to Estimate the Very Beginning of the Diabetic Nephropathy." In 2019 53rd Annual Conference on Information Sciences and Systems (CISS). IEEE, 2019. http://dx.doi.org/10.1109/ciss.2019.8692818.

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Stepin, S. A., Piotr Kielanowski, Anatol Odzijewicz, Martin Schlichenmaier, and Theodore Voronov. "Feynman-Kac formula: regularized trace and short-time asymptotics of the heat kernel." In GEOMETRIC METHODS IN PHYSICS. AIP, 2008. http://dx.doi.org/10.1063/1.3043856.

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Cao, Nannan, Mathias Ortner, and Arye Nehorai. "Solutions for diffuse optical tomography using the Feynman-Kac formula and interacting particle method." In Biomedical Optics (BiOS) 2007, edited by Britton Chance, Robert R. Alfano, Bruce J. Tromberg, Mamoru Tamura, and Eva M. Sevick-Muraca. SPIE, 2007. http://dx.doi.org/10.1117/12.699067.

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