Chernoff's theorem for backward propagators and applications to diffusions on manifolds

DOI10.7153/OAM-05-45zbMATH Open1307.47045arXiv1001.3373OpenAlexW2963881001MaRDI QIDQ2890631FDOQ2890631

Authors: Evelina Shamarova 

Publication date: 11 June 2012

Published in: Operators and Matrices (Search for Journal in Brave)

Abstract: The classical Chernoff's theorem is a statement about discrete-time approximations of semigroups, where the approximations are consturcted as products of time-dependent contraction operators strongly differentiable at zero. We generalize the version of Chernoff's theorem for semigroups proved in a paper by Smolyanov et al., and obtain a theorem about descrete-time approximations of backward propagators.

Full work available at URL: https://arxiv.org/abs/1001.3373

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zbMATH Keywords

generatorChernoff's theorembackward propagatordiffusion on a manifold

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Markov semigroups and applications to diffusion processes (47D07) Diffusion processes and stochastic analysis on manifolds (58J65)

Cited In (6)

• Speed of convergence of Chernoff approximations to solutions of evolution equations
• Chernoff's theorem and discrete time approximations of Brownian motion on manifolds
• Backward Itô's formula for sections of a fibered manifold
• Title not available (Why is that?)
• Inversion of Chernoff's theorem
• Uniform approximation of the heat kernel on a manifold

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