$$L^p$$Lp-independence of spectral radius for generalized Feynman–Kac semigroups
Sign Up to like & getrecommendations! Published in 2019 at "Mathematische Annalen"
DOI: 10.1007/s00208-018-1746-0
Abstract: Under mild conditions on measures used in the perturbation, we establish the $$L^p$$Lp-independence of spectral radius for generalized Feynman–Kac semigroups without assuming the irreducibility and the boundedness of the function appeared in the continuous additive… read more here.
Keywords: spectral radius; radius generalized; independence spectral; feynman kac ... See more keywords
Feynman–Kac theorem in random environments and partial integro-differential equations
Sign Up to like & getrecommendations! Published in 2017 at "Journal of Mathematical Analysis and Applications"
DOI: 10.1016/j.jmaa.2017.01.076
Abstract: Abstract We prove a Feynman–Kac-type theorem for jump-diffusion models in random environments. We consider the Cauchy and Dirichlet problems. Our results enable us to calculate some conditional expectations using related partial integro-differential equations (PIDEs) and… read more here.
Keywords: integro differential; random environments; partial integro; feynman kac ... See more keywords
A sharp first order analysis of Feynman–Kac particle models, Part I: Propagation of chaos
Sign Up to like & getrecommendations! Published in 2018 at "Stochastic Processes and their Applications"
DOI: 10.1016/j.spa.2017.04.007
Abstract: This article provides a new theory for the analysis of forward and backward particle approximations of Feynman–Kac models. Such formulae are found in a wide variety of applications and their numerical (particle) approximation is required… read more here.
Keywords: first order; analysis; propagation chaos; particle models ... See more keywords
Nonasymptotic analysis of adaptive and annealed Feynman–Kac particle models
Sign Up to like & getrecommendations! Published in 2017 at "Bernoulli"
DOI: 10.3150/14-bej680
Abstract: Sequential and Quantum Monte Carlo methods, as well as genetic type search algorithms can be interpreted as a mean field and interacting particle approximations of Feynman-Kac models in distribution spaces. The performance of these population… read more here.
Keywords: nonasymptotic analysis; monte carlo; particle; feynman kac ... See more keywords
A Stochastic Framework for Saint-Venant Torsion in Spherical Shells: Monte Carlo Implementation of the Feynman-Kac Approach
Sign Up to like & getrecommendations! Published in 2025 at "Symmetry"
DOI: 10.3390/sym17060878
Abstract: This research introduces an innovative probabilistic method for examining torsional stress behavior in spherical shell structures through Monte Carlo simulation techniques. The spherical geometry of these components creates distinctive computational difficulties for conventional analytical and… read more here.
Keywords: venant torsion; framework; saint venant; torsion ... See more keywords