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Chernoff approximation for semigroups generated by killed Feller processes and Feynman formulae for time-fractional Fokker-Planck-Kolmogorov equations - MaRDI portal

Chernoff approximation for semigroups generated by killed Feller processes and Feynman formulae for time-fractional Fokker-Planck-Kolmogorov equations (Q2328560)

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Chernoff approximation for semigroups generated by killed Feller processes and Feynman formulae for time-fractional Fokker-Planck-Kolmogorov equations
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    Chernoff approximation for semigroups generated by killed Feller processes and Feynman formulae for time-fractional Fokker-Planck-Kolmogorov equations (English)
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    10 October 2019
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    Chernoff approximation
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    Feynman formula
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    approximation of operator semigroups
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    approximation of transition probabilities
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    killed Feller processes
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    initial-exterior value problems
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    distributed order time-fractional Fokker-Planck-Kolmogorov equations
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