1 citations · 1 across the 4 of their papers we have counts for
4 papers
On the Feynman-Kac Formula
B Rajeev
In this article, given a continuous map into a Hilbert space we study the equation \[\hat y(t) = e^{\int_0^tc(s,\hat y)}y(t)\] where is a g…
Translation Invariant Diffusions in the space of tempered distributions
B. Rajeev
In this paper we prove existence and pathwise uniqueness for a class of stochastic differential equations (with coefficients and initial condition in the space of…
Probabilistic Representations of Solutions of the Forward Equations
B. Rajeev, S. Thangavelu
In this paper we prove a stochastic representation for solutions of the evolution equation where is the formal adjoint of an elliptic secon…
Probabilistic representations of solutions to the heat equation
B. Rajeev, S. Thangavelu
In this paper we provide a new (probabilistic) proof of a classical result in partial differential equations, viz. if is a tempered distribution, then the solution of the heat…