Mathematics (Dec 2023)
On Some Results of the Nonuniqueness of Solutions Obtained by the Feynman–Kac Formula
Abstract
The Feynman–Kac formula establishes a link between parabolic partial differential equations and stochastic processes in the context of the Schrödinger equation in quantum mechanics. Specifically, the formula provides a solution to the partial differential equation, expressed as an expectation value for Brownian motion. This paper demonstrates that the Feynman–Kac formula does not produce a unique solution but instead carries infinitely many solutions to the corresponding partial differential equation.
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