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

DOI10.1007/S10958-020-04652-0zbMATH Open1448.35280OpenAlexW2999606708MaRDI QIDQ2199126FDOQ2199126

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

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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)

Cites Work

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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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