Product formulas for solutions of initial value partial differential equations. I

DOI10.1016/0022-0396(85)90078-6zbMath0553.60050OpenAlexW1974632282MaRDI QIDQ802207

Alan D. Sloan, Marc A. Berger

Publication date: 1985

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-0396(85)90078-6

zbMATH Keywords

evolution equationsproduct integral representations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Groups and semigroups of linear operators (47D03) Stochastic integrals (60H05)

Related Items

Product formulas for solutions of initial value partial differential equations. II

Cites Work

• Semigroups of linear operators and applications to partial differential equations
• Characteristic methods for multi-dimensional evolution equations
• Semigroup-theoretic proofs of the central limit theorem and other theorems of analysis
• A Trotter-Lie formula for compactly generated semigroups of nonlinear operators
• A signed measure on path space related to Wiener measure
• Note on product formulas for operator semigroups
• Central Limit Theorem for Products of Random Matrices
• On the Mixed Product of Nonhomogeneous Stochastic Semi-Groups
• A method of generalized characteristics
• Semigroup product formulas and addition of unbounded operators
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