3 problems

Matrix-valued Feynman–Kac representation conjecture. Under suitable regularity conditions, the solution of the system is

Let $\mathcal{B}$ be the stochastic Bessel operator, let $f\in L^2[0,1]$, and let $X$ be the stochastic process formally satisfying … with functional … Let $A$ be the event…

Let $B'$ be the tangential component of the reflected Brownian motion in the half-space $\mathbb{R}^N_+$, let $L^N_s$ denote its boundary local time, and let … For…