Imperial College London
Portrait Picture

Professor Xue-Mei Li

Faculty of Natural Sciences, Department of Mathematics

Chair in Probability and Stochastic Analysis
 
 
 
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Contact

 

+44 (0)20 7594 3709xue-mei.li Website CV

 
 
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Location

 

6M51Huxley BuildingSouth Kensington Campus

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Summary

 

Publications

Citation

BibTex format

@article{Li:2018:10.1016/j.spa.2017.10.010,
author = {Li, X-M and Thompson, J},
doi = {10.1016/j.spa.2017.10.010},
journal = {Stochastic Processes and their Applications},
pages = {3006--3029},
title = {First order Feynman-Kac formula},
url = {http://dx.doi.org/10.1016/j.spa.2017.10.010},
volume = {128},
year = {2018}
}
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RIS format (EndNote, RefMan)

TY  - JOUR
AB  - We study the parabolic integral kernel associated with the weighted Laplacianand the Feynman-Kac kernels. For manifold with a pole we deduce formulas andestimates for them and for their derivatives, given in terms of a Gaussian termand the semi-classical bridge. Assumptions are on the Riemannian data.
AU  - Li,X-M
AU  - Thompson,J
DO  - 10.1016/j.spa.2017.10.010
EP  - 3029
PY  - 2018///
SN  - 0304-4149
SP  - 3006
TI  - First order Feynman-Kac formula
T2  - Stochastic Processes and their Applications
UR  - http://dx.doi.org/10.1016/j.spa.2017.10.010
UR  - http://arxiv.org/abs/1608.03856v1
UR  - http://hdl.handle.net/10044/1/52563
VL  - 128
ER  -
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