Timeline for Feynman-Kac formula for lattice heat equation with non-diagonal potential
Current License: CC BY-SA 4.0
4 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| May 25, 2019 at 13:24 | vote | accept | user78370 | ||
| May 4, 2019 at 11:49 | comment | added | Nawaf Bou-Rabee | "Change of variables" is an elegant way to describe it, and indeed, this stochastic representation of the solution to (3) crucially depends on $\tilde V \ge 0$. | |
| May 3, 2019 at 21:13 | comment | added | user78370 | Interesting, I didn't think of this very simple "change of variables". I suppose in that case that the "niceness" of the Feynman-Kac formula depends somehow on how nice $V$ is, since we can obtain some rather unwieldy Markov process as a result. | |
| May 3, 2019 at 11:22 | history | answered | Nawaf Bou-Rabee | CC BY-SA 4.0 |