Kac's moment formula and the Feynman-Kac formula for additive functionals of a Markov process

Stochastic Processes and their Applications

Volumn 79, Issue 1, 1999, Pages 117-134

  Fitzsimmons, P J ^a   Pitman, Jim ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Green's operator; Killed process; Local time; Occupation time; Resolvent; Terminal time

Indexed keywords

EID: 0011975680     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(98)00081-7     Document Type: Article

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