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Zapiski Nauchnykh Seminarov POMI, 2017, Volume 466, Pages 134–144
(Mi znsl6546)
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A probabilistic approximation of the evolution operator $\exp(t(S\nabla,\nabla))$ with a complex matrix $S$
I. A. Ibragimovab, N. V. Smorodinaab, M. M. Faddeevab a St. Petersburg Department of Steklov Mathematical Institute of Russian Academy of Sciences, St. Petersburg, Russia
b St. Petersburg State University, St. Petersburg, Russia
Abstract:
We consider some problems concerning a probabilistic interpretation of the Cauchy problem solution for the equation $\frac{\partial u}{\partial t}=\frac12(S\nabla,\nabla)u$, where $S$ is a symmetric complex matrix such that $\operatorname{Re}S\ge0$.
Key words and phrases:
limit theorem, Schrödinger equation, Feynman measure, random walk, evolution equation.
Received: 18.10.2017
Citation:
I. A. Ibragimov, N. V. Smorodina, M. M. Faddeev, “A probabilistic approximation of the evolution operator $\exp(t(S\nabla,\nabla))$ with a complex matrix $S$”, Probability and statistics. Part 26, Zap. Nauchn. Sem. POMI, 466, POMI, St. Petersburg, 2017, 134–144
Linking options:
https://www.mathnet.ru/eng/znsl6546 https://www.mathnet.ru/eng/znsl/v466/p134
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Abstract page: | 233 | Full-text PDF : | 67 | References: | 43 |
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