Feynman–Kac formula
id:
feynman-kac-formula-168-11040429
title:
Feynman–Kac formula
text:
The Feynman–Kac formula, named after Richard Feynman and Mark Kac, establishes a link between parabolic partial differential equations and stochastic processes. In 1947, when Kac and Feynman were both faculty members at Cornell University, Kac attended a presentation of Feynman's and remarked that the two of them were working on the same thing from different directions. The Feynman–Kac formula resulted, which proves rigorously the real-valued case of Feynman's path integrals. The complex case, w
brand slug:
wiki
category slug:
encyclopedia
description:
Formula relating stochastic processes to partial differential equations
original url:
https://en.wikipedia.org/wiki/Feynman%E2%80%93Kac_formula
date created:
2004-05-02T02:55:22Z
date modified:
2024-08-31T01:11:08Z
main entity:
{"identifier":"Q1317359","url":"https://www.wikidata.org/entity/Q1317359"}
image:
fields total:
13
integrity:
15