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Zapiski Nauchnykh Seminarov POMI, 2023, Volume 525, Pages 96–108
(Mi znsl7370)
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An analogue of the Feynman–Kac formula for the multidimensional Shrödinger equation
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
Abstract:
A probabilistic approximation of the solution of the Cauchy problem for the multidimensional Schrödinger equation with limited potential is constructed. The approximation has the form of expectations of functionals of a random point field.
Key words and phrases:
Schrödinger equation, Poisson random measure, Feynman–Kac formula.
Received: 04.10.2023
Citation:
M. V. Platonova, “An analogue of the Feynman–Kac formula for the multidimensional Shrödinger equation”, Probability and statistics. Part 34, Zap. Nauchn. Sem. POMI, 525, POMI, St. Petersburg, 2023, 96–108
Linking options:
https://www.mathnet.ru/eng/znsl7370 https://www.mathnet.ru/eng/znsl/v525/p96
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Abstract page: | 67 | Full-text PDF : | 53 | References: | 21 |
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