Differential Equations

, Volume 54, Issue 4, pp 557–561 | Cite as

Itô Method for Proving the Feynman–Kac Formula for the Euclidean Analog of the Stochastic Schrödinger Equation

Short Communications

Abstract

For a stochastic differential equation of the heat equation type, we obtain a Feynman–Kac formula to which the method of analytic continuation with respect to a parameter can be applied under certain assumptions.

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Copyright information

© Pleiades Publishing, Ltd. 2018

Authors and Affiliations

  1. 1.Lomonosov Moscow State UniversityMoscowRussia

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