Feynman-Kac Formulae

  • Pierre Del Moral
Part of the Probability and its Applications book series (PIA)


In this chapter, we introduce the mathematical structure of Feynman-Kac models.


Markov Chain Potential Function Elementary Transition Recursive Equation Markov Transition 
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Copyright information

© Springer-Verlag New York, LLC 2004

Authors and Affiliations

  • Pierre Del Moral
    • 1
  1. 1.Laboratoire de Statistique et ProbabilitésUniversité Paul SabatierToulouse, Cedex 4France

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