The stochastic heat equation: Feynman-Kac formula and intermittence
โ Scribed by Lorenzo Bertini; Nicoletta Cancrini
- Publisher
- Springer
- Year
- 1995
- Tongue
- English
- Weight
- 892 KB
- Volume
- 78
- Category
- Article
- ISSN
- 0022-4715
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
We consider the Cauchy problem for linear pseudodifferential equations in superspace. The solution is constructed in the form of series. It may be regarded as a definition of a chronological exponent of a pseudodifferential operator symbol and interpreted as a functional integral in superspace.
Coordinate transformations in the FEYNMAN-KAC formula areconsidered. The contractive semigroup with transformed coordinates is expressed by nn integral with n correspondingly transformed diffusion measure. This representation is used for N-body systems transformed to clustered JACOBI coordinates imp