Sufficient Conditions for an Operator-Valued Feynman-Kac Formula

Michael D. Grady

Research output: Contribution to journalArticlepeer-review

Abstract

Let E be a locally compact, second countable Hausdorff space and let X(t) be a Markov process with state space E. Sufficient conditions are given for the existence of a solution to the initial value problem, ∂u/∂t,=Au + V(x) * u, u(0) = f, where A is the infinitesimal generator of the process X on a certain Banach space and for each x ∈ E, V(x) is the infinitesimal generator of a C 0 contraction semigroup on another Banach space.

Original languageAmerican English
Pages (from-to)181-203
JournalTransactions of the American Mathematical Society
Volume223
StatePublished - 1976

Disciplines

  • Mathematics

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