The Method of Chernoff Approximation (Q5115923)
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scientific article; zbMATH DE number 7238029
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Method of Chernoff Approximation |
scientific article; zbMATH DE number 7238029 |
Statements
The Method of Chernoff Approximation (English)
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21 August 2020
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Chernoff approximation
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Feynman formula
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approximation of operator semigroups
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approximation of transition probabilities
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approximation of solutions of evolution equations
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Feynman-Kac formulae
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Euler-Maruyama schemes
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Feller semigroups
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additive perturbations
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operator splitting
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multiplicative perturbations
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Dirichlet boundary/external conditions
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Robin boundary conditions
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subordinate semigroups
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time-fractional evolution equations
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Schrödinger-type equations
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