Feynman formulae for Feller semigroups (Q630224): Difference between revisions

A Feynman formula is the representation of the solution of an initial (and boundary) value problem for an evolution equation as the limit of finite-dimensional integrals of some elementary functions, when the dimension of integrals tends to infinity. A Feynman formula for a strongly continuous semigroup \((T_t)_{t \geq 0}\) on a Banach space is due to \textit{P.\,R. Chernoff} [see J.~Funct.\ Anal.\ 2, 238--242 (1968; Zbl 0157.21501)]. This formula looks like \(T_t=\lim_{n\to\infty}[F(({t\over n})]^n\), where \(F(t)\) is an operator-valued function satisfying certain conditions. In the paper under review, the Feynman formula is proved for a certain class of Feller semigroups on \(C_\infty({\mathbb R})\). The generators of these semigroups are pseudodifferential operators whose symbols \(H(q, p)\) are continuous functions of a variable \((q, p)\) such that \(- H(q, p)\) are smooth and negative definite with respect to the variable \(p\) for each fixed \(q\) and bounded with respect to the variable \(q\) for each fixed \(p\). Also, a Feynman formula is obtained for the Feller semigroup associated to a Cauchy type process with a symbol \(H(q, p) = - a(q)|p|\), where the function \(a(\cdot)\) is continuous, positive and bounded.