Chernoff approximation for semigroups generated by killed Feller processes and Feynman formulae for time-fractional Fokker-Planck-Kolmogorov equations

DOI10.1515/FCA-2018-0065zbMath1422.35162arXiv1708.02503OpenAlexW2962882417MaRDI QIDQ2328560

Yana Kinderknecht

Publication date: 10 October 2019

Published in: Fractional Calculus \& Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1708.02503

zbMATH Keywords

approximation of operator semigroupsFeynman formulaapproximation of transition probabilitiesChernoff approximationdistributed order time-fractional Fokker-Planck-Kolmogorov equationsinitial-exterior value problemskilled Feller processes

Mathematics Subject Classification ID

Initial-boundary value problems for second-order parabolic equations (35K20) One-parameter semigroups and linear evolution equations (47D06) Markov semigroups and applications to diffusion processes (47D07) Fractional partial differential equations (35R11) Fokker-Planck equations (35Q84)

Related Items (5)

Exact asymptotic formulas for the heat kernels of space and time-fractional equations ⋮ Chernoff approximations of Feller semigroups in Riemannian manifolds ⋮ Time-changed fractional Ornstein-Uhlenbeck process ⋮ Feynman formulae for Feller semigroups ⋮ The Method of Chernoff Approximation

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