Open AccessThe Feynman–Kac formula and Harnack inequality for degenerate diffusions
Author(s) -
Charles L. Epstein,
Camelia A. Pop
Publication year - 2017
Publication title -
annals of probability
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 3.184
H-Index - 98
eISSN - 2168-894X
pISSN - 0091-1798
DOI - 10.1214/16-aop1138
Subject(s) - mathematics , degenerate energy levels , harnack's inequality , degeneracy (biology) , pure mathematics , mathematical analysis , harnack's principle , invariant (physics) , martingale (probability theory) , probabilistic logic , population , diffusion process , mathematical physics , statistics , physics , quantum mechanics , bioinformatics , knowledge management , demography , innovation diffusion , sociology , computer science , biology