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

DOI10.7153/OAM-05-45MaRDI QIDQ2890631zbMATH OpenOpenAlexFDO

Authors Evelina Shamarova

Publication date 11 June 2012

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

Full work available at URL https://arxiv.org/abs/1001.3373, http://files.ele-math.com/abstracts/oam-05-45-abs.pdf

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)

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.

Recommendations

• scientific article; zbMATH DE number 1996166
• Inversion of Chernoff's theorem
• Chernoff's theorem and discrete time approximations of Brownian motion on manifolds
• The method of Chernoff approximation
• Chernoff's theorem on one-parametric semigroups

Cited in

(6)

• Speed of convergence of Chernoff approximations to solutions of evolution equations
• Backward Itô's formula for sections of a fibered manifold
• Inversion of Chernoff's theorem
• Uniform approximation of the heat kernel on a manifold
• scientific article; zbMATH DE number 1996166 (Why is no real title available?)
• Chernoff's theorem and discrete time approximations of Brownian motion on manifolds

This page was built for publication: Chernoff's theorem for backward propagators and applications to diffusions on manifolds

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2890631)