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WEYL TRANSFORMATIONS ON MANIFOLDS Ⅱ. Generalized Trace and Inverse Mapping Formula

WEYL TRANSFORMATIONS ON MANIFOLDS Ⅱ. Generalized Trace and Inverse Mapping Formula
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摘要 The two gate formula for a diffusion X_t in R^n is considered.The formula gives an expressionof the density function of X_t in terms of the path integral of the Brownian bridge starting from xand ending on y at time t. The two gate formula for a diffusion X_t in R^n is considered.The formula gives an expressionof the density function of X_t in terms of the path integral of the Brownian bridge starting from xand ending on y at time t.
作者 钱敏 许连超
出处 《Acta Mathematicae Applicatae Sinica》 SCIE CSCD 1992年第4期289-297,共9页 应用数学学报(英文版)
基金 This project is supported by the National Natural Science Foundation of China
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