Feynman formula for a class of second-order parabolic equations in a bounded domain

DOI10.1134/S1064562408040327zbMath1218.81037OpenAlexW2022463166MaRDI QIDQ542235

O. G. Smolyanov, Martin Grothaus, Yana Kinderknecht

Publication date: 8 June 2011

Published in: Doklady Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s1064562408040327

Mathematics Subject Classification ID

Initial-boundary value problems for second-order parabolic equations (35K20) Closed and approximate solutions to the Schrödinger, Dirac, Klein-Gordon and other equations of quantum mechanics (81Q05) Diffusion processes (60J60) Second-order parabolic equations (35K10) Schrödinger and Feynman-Kac semigroups (47D08)

Related Items (9)

Rate of convergence of Feynman approximations of semigroups generated by the oscillator Hamiltonian ⋮ Feynman formulae for Feller semigroups ⋮ Hamiltonian Feynman-Kac and Feynman formulae for dynamics of particles with position-dependent mass ⋮ LAGRANGIAN AND HAMILTONIAN FEYNMAN FORMULAE FOR SOME FELLER SEMIGROUPS AND THEIR PERTURBATIONS ⋮ LAGRANGIAN FEYNMAN FORMULAS FOR SECOND-ORDER PARABOLIC EQUATIONS IN BOUNDED AND UNBOUNDED DOMAINS ⋮ Feynman formulae and phase space Feynman path integrals for tau-quantization of some Lévy-Khintchine type Hamilton functions ⋮ Chernoff approximation for semigroups generated by killed Feller processes and Feynman formulae for time-fractional Fokker-Planck-Kolmogorov equations ⋮ Feynman formulas and path integrals for some evolution semigroups related to \(\tau\)-quantization ⋮ Feynman formulas for solutions of evolution equations on ramified surfaces

Cites Work

• Self-adjoint Hamiltonians with a mass jump: general matching conditions
• Chernoff's theorem and discrete time approximations of Brownian motion on manifolds
• Feynman formulas for particles with position-dependent mass
• Surface measures and initial boundary value problems generated by diffusions with drift
• One-Parameter Semigroups for Linear Evolution Equations
• Hamiltonian Feynman path integrals via the Chernoff formula
• Unnamed Item

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