Abstract
Bochner’s subordination is extended to time-inhomogeneous Markov processes and the Feynman-Kac formula is generalized to the time-dependent subordination. As an application it is shown that stochastic differential equations with jumps can be directly solved with the help of the time-dependent subordination and consequently that the equation of motion for relativistic quantum particles is solved.
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Nagasawa, M., Tanaka, H. (2000). Time dependent subordination and markov processes with jumps. In: Azéma, J., Ledoux, M., Émery, M., Yor, M. (eds) Séminaire de Probabilités XXXIV. Lecture Notes in Mathematics, vol 1729. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0103807
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DOI: https://doi.org/10.1007/BFb0103807
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