Mathematics (Dec 2023)

On Some Results of the Nonuniqueness of Solutions Obtained by the Feynman–Kac Formula

  • Byoung Seon Choi,
  • Moo Young Choi

DOI
https://doi.org/10.3390/math12010129
Journal volume & issue
Vol. 12, no. 1
p. 129

Abstract

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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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