Tid: 30 mars 1998 kl 1515-1700

Plats : Seminarierummet 3733, Institutionen för matematik, KTH, Lindstedts väg 25, plan 7. Karta!

Föredragshållare: Andrei Borodin, Steklov Mathematical Institute, S:t Petersburg.(Publikationslista)

Titel: Versions of the Feynman-Kac formula

Sammanfattning: Some new versions of the Feynman-Kac-formula for Brownian motion are considered. One of the generalizations of the formula is connected with the solutions of systems of linear differential equations. As an application of the results the problem of distribution of the compositions of independent Brownian motions is considered.

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