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arXiv 2012-10-24 0 views

Feynman-Kac theorems for generalized diffusions

Ekström, Erik · Janson, Svante · Tysk, Johan

Original · EN

We find Feynman-Kac type representation theorems for generalized diffusions. To do this we need to establish existence, uniqueness and regularity results for equations with measure-valued coefficients.

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