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GENERALIZED FEYNMAN–KAC FORMULA WITH STOCHASTIC POTENTIAL

    https://doi.org/10.1142/S0219025702000808Cited by:5 (Source: Crossref)

    In this paper we study the solution of the stochastic heat equation where the potential V and the initial condition f are generalized stochastic processes. We construct explicitly the solution and we prove that it belongs to the generalized function space .

    AMSC: Primary 60H15, Secondary 35D05, Secondary 35K05, Secondary 46F25, Secondary 46G20