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math.AP2012
Feynman-Kac theorems for generalized diffusions
Erik Ekström, Svante Janson, Johan Tysk
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…
math.PR2012
Moments of the location of the maximum of Brownian motion with parabolic drift
Svante Janson
We derive integral formulas, involving the Airy function, for moments of the time a two-sided Brownian motion with parabolic drift attains its maximum.
math.PR2012
Higher moments of Banach space valued random variables
Svante Janson, Sten Kaijser
We define the :th moment of a Banach space valued random variable as the expectation of its :th tensor power; thus the moment (if it exists) is an element of a tensor power o…