Approximation of the Evolution Operator by Expectations of Functionals of Sums of Independent Random Variables

DOI10.1137/S0040585X97T989362zbMath1478.60192OpenAlexW2942871400MaRDI QIDQ5380528

M. M. Faddeev, I. A. Ibragimov, Nataliya V. Smorodina

Publication date: 5 June 2019

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97t989362

zbMATH Keywords

evolution equationsFeynman-Kac formulalimit theorems

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Operator partial differential equations (= PDEs on finite-dimensional spaces for abstract space valued functions) (35R20) Second-order parabolic equations (35K10)

Cites Work

• Sur une résolution stochastique de l'équation de Schrödinger à coefficients analytiques
• On a limit theorem related to probabilistic representation of solution to the Cauchy problem for the Schrödinger equation
• Probabilistic approximation of the evolution operator
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