Smooth Contractive Embeddings and Application to Feynman Formula for Parabolic Equations on Smooth Bounded Domains

DOI10.1080/03610926.2011.581170zbMath1278.47047arXiv1012.1239OpenAlexW1992476982MaRDI QIDQ2890079

Martin Grothaus, Florian Conrad, Benedict Baur

Publication date: 8 June 2012

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1012.1239

zbMATH Keywords

elliptic differential operatorFeynman formulaChernoff theoremsmooth contractive extension operator

Mathematics Subject Classification ID

Initial-boundary value problems for second-order parabolic equations (35K20) Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35) One-parameter semigroups and linear evolution equations (47D06) Integral representations of solutions to PDEs (35C15) Solutions to PDEs in closed form (35C05) Schrödinger and Feynman-Kac semigroups (47D08)

Related Items (3)

Chernoff approximations of Feller semigroups in Riemannian manifolds ⋮ The Method of Chernoff Approximation ⋮ Chernoff approximation for semigroups generated by killed Feller processes and Feynman formulae for time-fractional Fokker-Planck-Kolmogorov equations

Cites Work

• Parabolic equations and Feynman-Kac formula on general bounded domains
• LAGRANGIAN FEYNMAN FORMULAS FOR SECOND-ORDER PARABOLIC EQUATIONS IN BOUNDED AND UNBOUNDED DOMAINS
• Elliptic Partial Differential Equations of Second Order

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