A trotter product formula for random matrices

DOI10.1080/17442508808833483zbMath0635.60065OpenAlexW2054397623MaRDI QIDQ3774666

Marc A. Berger

Publication date: 1988

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508808833483

zbMATH Keywords

stochastic differential equationTrotter product formulasemi-groups on a Banach space

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20)

Cites Work

• Unnamed Item
• Unnamed Item
• Semigroups of linear operators and applications to partial differential equations
• A remark on stochastic fundamental matrices
• Note on product formulas for operator semigroups

This page was built for publication: A trotter product formula for random matrices