Solution of a Cauchy problem for a diffusion equation in a Hilbert space by a Feynman formula

DOI10.1134/S1061920812030089zbMath1258.35203MaRDI QIDQ1933348

Ivan D. Remizov

Publication date: 23 January 2013

Published in: Russian Journal of Mathematical Physics (Search for Journal in Brave)

Mathematics Subject Classification ID

Abstract parabolic equations (35K90) PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) (35R15)

Related Items (10)

Quasi-Feynman formulas -- a method of obtaining the evolution operator for the Schrödinger equation ⋮ New method for constructing Chernoff functions ⋮ Averaging of random walks and shift-invariant measures on a Hilbert space ⋮ Chernoff approximation of subordinate semigroups ⋮ Feynman and quasi-Feynman formulas for evolution equations ⋮ Formulas that represent Cauchy problem solution for momentum and position Schrödinger equation ⋮ Solution-giving formula to Cauchy problem for multidimensional parabolic equation with variable coefficients ⋮ Chernoff approximation for semigroups generated by killed Feller processes and Feynman formulae for time-fractional Fokker-Planck-Kolmogorov equations ⋮ Explicit formula for evolution semigroup for diffusion in Hilbert space ⋮ Representation of solutions of the Cauchy problem for a one-dimensional Schrödinger equation with a smooth bounded potential by quasi-Feynman formulae

Cites Work

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