Feynman formulae for Feller semigroups

Research output: Contribution to journalResearch articleContributedpeer-review

Contributors

  • Ya A. Butko - , Bauman Moscow State Technical University (Author)
  • O. G. Smolyanov - , Lomonosov Moscow State University (Author)
  • René Leander Schilling - , Chair of Probability Theory (Author)

Abstract

The Hamiltonian Feynman formula is proved for a certain class of Feller semigroups. The generators of these semigroups are PDOs whose symbols are continuous functions of a variable and are smooth and negative with respect to a variable for each fixed variable and bounded with respect to a variable for each fixed variable. A strongly continuous contraction semigroup is considered which is positivity preserving. A family of operators is said to be a Chernoff equivalent to the semigroup if this family satisfies the assertions of the Chernoff theorem with respect to this semigroup. A family is Chernoff equivalent to a strongly continuous semigroup generated by the closure of a PDO and the Hamiltonian Feynman formula is valid and is uniformly for values greater than or equal to zero. The family is found to be Chernoff equivalent to the semigroup generated also the Lagrangian Feynman formula holds.

Details

Original languageEnglish
Pages (from-to)679-683
Number of pages5
JournalDoklady Mathematics
Volume82
Issue number2
Publication statusPublished - Oct 2010
Peer-reviewedYes

Keywords

ASJC Scopus subject areas