Probabilistic Approximation of the Evolution Operator

被引：4
|
作者：
Ibragimov, I. A. [1 ,2 ]
Smorodina, N. V. [1 ,2 ]
Faddeev, M. M. [1 ,2 ]
机构：
[1] Russian Acad Sci, Steklov Math Inst, St Petersburg Dept, St Petersburg, Russia
[2] St Petersburg State Univ, St Petersburg, Russia
来源：
FUNCTIONAL ANALYSIS AND ITS APPLICATIONS | 2018年 / 52卷 / 02期
基金：
俄罗斯科学基金会; 俄罗斯基础研究基金会;
关键词：
evolution equation; limit theorem; Feynman-Kac formula; CAUCHY-PROBLEM; EQUATION;
D O I：
10.1007/s10688-018-0216-5
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
A method for approximation of the operator e (-itH) , where , in the strong operator topology is proposed. The approximating operators have the form of expectations of functionals of a certain random point field.
引用
收藏
页码：101 / 112
页数：12
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