6533b7cffe1ef96bd12597e4

RESEARCH PRODUCT

Feynman-Kac formulae

Martin Simon

subject

Pure mathematicssymbols.namesakeClass (set theory)Continuum (measurement)Dirichlet formSemigroupsymbolsStochastic calculusFeynman diagramBoundary value problemMathematicsConnection (mathematics)

description

In this chapter, we establish the connection between the deterministic EIT forward problem and the class of reflecting diffusion processes. We proceed along the lines of the recent paper [137] by Piiroinen and the author: We derive Feynman-Kac formulae in terms of these processes for the solutions to the forward problems corresponding to the continuum model and the complete electrode model, respectively. These results extend the classical Feynman-Kac formulae for elliptic boundary value problems in smooth domains and with smooth coefficients which were obtained in the 1980s and 1990s using the Feller semigroup approach and Ito stochastic calculus. In contrast to this well-studied situation, the underlying reflecting diffusion processes in this work are constructed via Dirichlet form theory, which has emerged as a powerful tool when it comes to studying boundary value problems with non-smooth coefficients, boundaries and data.

yearjournalcountryeditionlanguage
2015-01-01
https://doi.org/10.1007/978-3-658-10993-6_2