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Teoriya Veroyatnostei i ee Primeneniya, 2022, Volume 67, Issue 1, Pages 81–99
DOI: https://doi.org/10.4213/tvp5425
(Mi tvp5425)
 

This article is cited in 2 scientific papers (total in 2 papers)

An analogue of the Feynman–Kac formula for a high-order operator

M. V. Platonovaab

a St. Petersburg Department of Steklov Mathematical Institute of Russian Academy of Sciences
b Chebyshev Laboratory, St. Petersburg State University, Department of Mathematics and Mechanics
Full-text PDF (463 kB) Citations (2)
References:
Abstract: In this paper, we construct a probabilistic approximation of the evolution operator $\exp\bigl(t\bigl({\frac{(-1)^{m+1}}{(2m)!}\,\frac{d^{2m}}{dx^{2m}}+V}\bigr)\bigr)$ in the form of expectations of functionals of a point random field. This approximation can be considered as a generalization of the Feynman–Kac formula to the case of a differential equation of order $2m$.
Keywords: evolution equations, Poisson random measures, Feynman–Kac formula.
Funding agency Grant number
Russian Science Foundation 19-71-30002
This work was supported by the Russian Science Foundation (grant 19-71-30002).
Received: 12.07.2020
Accepted: 12.10.2020
English version:
Theory of Probability and its Applications, 2022, Volume 67, Issue 1, Pages 62–76
DOI: https://doi.org/10.1137/S0040585X97T990757
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: M. V. Platonova, “An analogue of the Feynman–Kac formula for a high-order operator”, Teor. Veroyatnost. i Primenen., 67:1 (2022), 81–99; Theory Probab. Appl., 67:1 (2022), 62–76
Citation in format AMSBIB
\Bibitem{Pla22}
\by M.~V.~Platonova
\paper An analogue of the Feynman--Kac formula for a~high-order operator
\jour Teor. Veroyatnost. i Primenen.
\yr 2022
\vol 67
\issue 1
\pages 81--99
\mathnet{http://mi.mathnet.ru/tvp5425}
\crossref{https://doi.org/10.4213/tvp5425}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=4466413}
\zmath{https://zbmath.org/?q=an:7523559}
\transl
\jour Theory Probab. Appl.
\yr 2022
\vol 67
\issue 1
\pages 62--76
\crossref{https://doi.org/10.1137/S0040585X97T990757}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-85131004736}
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  • https://www.mathnet.ru/eng/tvp5425
  • https://doi.org/10.4213/tvp5425
  • https://www.mathnet.ru/eng/tvp/v67/i1/p81
  • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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