A Random Trotter Product Formula

DOI10.2307/2038458MaRDI QIDQ5669849zbMATH OpenOpenAlexFDO

Authors Thomas G. Kurtz

Publication date 1972

Full work available at URL https://doi.org/10.2307/2038458

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Differential equations in abstract spaces (34G99) Groups and semigroups of linear operators (47D03) Markov processes (60J99)

Cites work

• A General Theorem on the Convergence of Operator Semigroups
• On the Product of Semi-Groups of Operators
• Random evolutions are asymptotically gaussian
• RANDOM EVOLUTIONS, MARKOV CHAINS, AND SYSTEMS OF PARTIAL DIFFERENTIAL EQUATIONS

Cited in

(14)

• Limit theorems for stationary random evolutions
• Differential equations in a Banach space
• An abstract averaging theorem
• Stochastic prey-predator relationships: a random evolution approach
• Random evolutions and stochastic compartments
• Diffusion approximation to wave propagation in imperfectly periodic structures
• Switching processes: Averaging principle, diffusion approximation and applications
• The birth of random evolutions
• A limit theorem for perturbed operator semigroups with applications to random evolutions
• Almost sure stability criterion for continuous-time linear systems with uniformly distributed uncertainty
• An Integral Formula for Multidimensional Evolution Equations
• On a stochastic Trotter formula with application to spontaneous localization models
• Convergence of dynamics on inductive systems of Banach spaces
• Hierarchical fractional-step approximations and parallel kinetic Monte Carlo algorithms

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