Concepedia

Feynman-kac Formula

The Feynman-Kac Formula is a mathematical theorem that establishes a connection between parabolic partial differential equations and stochastic processes by expressing the solution of such equations as a conditional expectation of a functional of Brownian motion.

409

Publications

25.1K

Citations

592

Authors

382

Institutions

Publications per year

2017–2026

59

Variants

Feynman-kac Theorem

Parents

Publications

409

The feynman lectures on physics

A. Shalit · Journal of the Franklin Institute · 1967 · 2.3K citations

, , +9

The Feynman Lectures on Physics

J W Leech · Physics Bulletin · 1966 · 1.9K citations

, , +9

The Feynman Lectures on Physics

Choice Reviews Online · 2013 · 1.9K citations

, , +9

Feyn Calc - Computer-algebraic calculation of Feynman amplitudes

R. Mertig, M. Böhm, Ansgar Denner · Computer Physics Communications · 1991 · 1.4K citations

, , +9

Quantum Brownian motion: The functional integral approach

Hermann Grabert, Peter Schramm, Gert‐Ludwig Ingold · Physics Reports · 1988 · 1.1K citations

, , +13

1–5 of 409

Authors

592

  1. PD
    Pierre Del Moral

    Institut national de recherche en sciences et technologies du numérique, France

    18 publications · 725 citations

    14

    h-index

  2. OG
    O. G. Smolyanov

    Lomonosov Moscow State University, Russia

    9 publications · 172 citations

    9

    h-index

  3. WD
    Weihua Deng

    Lanzhou University, China

    6 publications · 203 citations

    6

    h-index

  4. PG
    Piotr Garbaczewski

    University of Wrocław, Poland

    6 publications · 166 citations

    6

    h-index

  5. GF
    Gian Fabrizio De Angelis

    University of Salerno, Italy

    5 publications · 119 citations

    5

    h-index

1–5 of 592

Institutions

382

  1. Centre National de la Recherche Scientifique

    Paris, France

    14 h-index

    19 publications

    987 citations

  2. Lomonosov Moscow State University

    Moscow, Russia

    12 h-index

    18 publications

    344 citations

  3. Institut de Mathématiques de Bordeaux

    Talence, France

    8 h-index

    8 publications

    242 citations

  4. Institut national de recherche en sciences et technologies du numérique

    Le Chesnay-Rocquencourt, France

    8 h-index

    12 publications

    385 citations

  5. Shandong University

    Jinan, China

    7 h-index

    12 publications

    627 citations

  6. Sorbonne Université

    Paris, France

    7 h-index

    11 publications

    726 citations

  7. University of Warwick

    Coventry, United Kingdom

    7 h-index

    8 publications

    188 citations

  8. National University of Singapore

    Singapore, Singapore

    7 h-index

    9 publications

    193 citations

1–8 of 382

Venues

  1. Journal of Mathematical Physics

    14 publications · 353 citations

    12

    h-index

  2. arXiv (Cornell University)

    Repository · 16 publications · 234 citations

    12

    h-index

  3. The Annals of Applied Probability

    11 publications · 558 citations

    11

    h-index

  4. The Annals of Probability

    12 publications · 888 citations

    11

    h-index

  5. Journal of Statistical Physics

    12 publications · 832 citations

    11

    h-index

1–5