A probabilistic approximation of the evolution operator exp(t(S,)) with a complex matrix S

DOI10.1007/S10958-020-04652-0MaRDI QIDQ2199126zbMATH OpenOpenAlexFDO

Authors I. A. Ibragimov, M. M. Faddeev, N. V. Smorodina

Publication date 16 September 2020

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10958-020-04652-0

zbMATH Keywords

probalilistic interpretation

Mathematics Subject Classification ID

Initial value problems for second-order parabolic equations (35K15) One-parameter semigroups and linear evolution equations (47D06)

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Cited in

(1)

• Probabilistic approximation of the evolution operator \(e^{-itH}\) where \(H = \frac{( - 1)^m}{(2m)!} \frac{d^{2m}}{dx^{2m}}\)

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