Product formulas for solutions of initial value partial differential equations. I
Product integral representations are obtained for solutions of evolution equations with \(n^{th}\) order constant coefficient elliptic generators. These representations involve a special class of integral operators with the generalized Gauss kernel. They stem from the authors' \(n^{th}\) order version of the Itô calculus. The extension to time dependent generators is also presented.
scientific article; zbMATH DE number 3881599
scientific article