Correlated Processes and the Composition of Generators

  • Nathanaül Enriquez
Part of the Lecture Notes in Mathematics book series (LNM, volume 1899)

We show how correlated processes give a probabilistic significance to the composition of generators. In particular, we give some new probabilistic representations of the solution of linear differential equations with initial boundary conditions, of the linear Klein–Gordon equation and of some biharmonic equations in the presence of a potential. MSC 2000: 60J10, 60K37, 60J45 Key words: Correlated processes, Feynman–Kac formula

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© Springer-VerlagBerlinHeidelberg 2007

Authors and Affiliations

  • Nathanaül Enriquez
    • 1
  1. 1.Laboratoire de ProbabilitésUniversité Paris 6Paris Cedex 05France

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