Feynman formulas for second-order parabolic equations with variable coefficients

DOI10.1134/S1061920813030126MaRDI QIDQ2441287zbMATH OpenFDO

Authors A. S. Plyashechnik

Publication date 24 March 2014

Published in Russian Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/S1061920813030126

Mathematics Subject Classification ID

Initial-boundary value problems for second-order parabolic equations (35K20) Feynman integrals and graphs; applications of algebraic topology and algebraic geometry (81Q30)

Cites work

• Brownian motion on a manifold as limit of stepwise conditioned standard Brownian motions
• Feynman formulas for particles with position-dependent mass
• Hamiltonian Feynman path integrals via the Chernoff formula

Cited in

(16)

• Feynman formulas for nonlinear evolution equations
• Feynman formulas for solutions to evolution equations in domains of multidimensional ramified surfaces
• Formulas that represent Cauchy problem solution for momentum and position Schrödinger equation
• Chernoff approximation for semigroups generated by killed Feller processes and Feynman formulae for time-fractional Fokker-Planck-Kolmogorov equations
• Feynman formulas for solutions of evolution equations on ramified surfaces
• New method for constructing Chernoff functions
• Dynamics of particles with anisotropic mass depending on time and position
• Feynman formulae and phase space Feynman path integrals for tau-quantization of some Lévy-Khintchine type Hamilton functions
• Quasi-Feynman formulas -- a method of obtaining the evolution operator for the Schrödinger equation
• Explicit formula for evolution semigroup for diffusion in Hilbert space
• Representation of solutions of evolution equations on a ramified surface by Feynman formulae
• Chernoff approximation of subordinate semigroups
• The Feynman-Kac formula for a system of parabolic equations
• Solution-giving formula to Cauchy problem for multidimensional parabolic equation with variable coefficients
• Representation of solutions of the Cauchy problem for a one-dimensional Schrödinger equation with a smooth bounded potential by quasi-Feynman formulae
• On numerical density approximations of solutions of SDEs with unbounded coefficients

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