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Teoriya Veroyatnostei i ee Primeneniya, 2019, Volume 64, Issue 1, Pages 17–35
DOI: https://doi.org/10.4213/tvp5232
(Mi tvp5232)
 

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
References:
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.
Funding agency Grant number
Russian Academy of Sciences - Federal Agency for Scientific Organizations PRAS-18-01
Russian Foundation for Basic Research 16-01-00443
The first and second authors were partially supported by the Program of the Presidium of the Russian Academy of Sciences no. 01 “Fundamental Mathematics and Its Applications” under grant PRAS-18-01. The third author was supported by the Russian Foundation for Basic Research (grant 16-01-00443).
Received: 18.06.2018
Revised: 17.07.2018
Accepted: 18.10.2018
English version:
Theory of Probability and its Applications, 2019, Volume 64, Issue 1, Pages 12–26
DOI: https://doi.org/10.1137/S0040585X97T989362
Bibliographic databases:
Document Type: Article
Language: Russian
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
Citation in format AMSBIB
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  • https://doi.org/10.4213/tvp5232
  • https://www.mathnet.ru/eng/tvp/v64/i1/p17
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