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Approximation of the evolution operator by expectations of
functionals of sums of independent random variables
I. A. Ibragimovab, N. V. Smorodinaab, M. M. Faddeevab a St. Petersburg Department of Steklov Mathematical Institute of Russian Academy of Sciences
b Saint Petersburg State University
Abstract:
A method of probabilistic approximation of the operator $e^{-itH}$, where $H = -\frac{1}{2}\,\frac{d^2}{dx^2}+V(x)$,
$V\in L_\infty(\mathbf R)$, in the strong operator topology is proposed.
The approximating operators have the form of expectations
of functionals of sums of independent identically distributed random variables.
Keywords:
evolution equations, limit theorems, Feynman–Kac formula.
Received: 18.06.2018 Revised: 17.07.2018 Accepted: 18.10.2018
Citation:
I. A. Ibragimov, N. V. Smorodina, M. M. Faddeev, “Approximation of the evolution operator by expectations of
functionals of sums of independent random variables”, Teor. Veroyatnost. i Primenen., 64:1 (2019), 17–35; Theory Probab. Appl., 64:1 (2019), 12–26
Linking options:
https://www.mathnet.ru/eng/tvp5232https://doi.org/10.4213/tvp5232 https://www.mathnet.ru/eng/tvp/v64/i1/p17
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Abstract page: | 441 | Full-text PDF : | 99 | References: | 57 | First page: | 23 |
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