Correlated Processes and the Composition of Generators
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
KeywordsBrownian Motion Gordon Equation Biharmonic Equation Correlate Process Biharmonic Function
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