Chernoff approximation of subordinate semigroups

subordination Feynman formula subordinate semigroups approximation of transition probabilities approximation of evolution semigroups subordinate processes the Chernoff theorem

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Transition functions, generators and resolvents (60J35) One-parameter semigroups and linear evolution equations (47D06) Schrödinger and Feynman-Kac semigroups (47D08)

Cites Work

Financial Modelling with Jump Processes
Title not available (Why is that?)
Semigroups of linear operators and applications to partial differential equations
Feynman formulas as a method of averaging random Hamiltonians
Chernoff's theorem and discrete time approximations of Brownian motion on manifolds
Feynman formula for Schrödinger-type equations with time- and space-dependent coefficients
Feynman formulas for second-order parabolic equations with variable coefficients
Pseudo differential operators and Markov processes. In 3 vol. Vol. 1: Fourier analysis and semigroups
Hamiltonian Feynman path integrals via the Chernoff formula
Space-time approach to non-relativistic quantum mechanics
Feynman formulas for particles with position-dependent mass
Solution of a Cauchy problem for a diffusion equation in a Hilbert space by a Feynman formula
Feynman formulas and path integrals for some evolution semigroups related to \(\tau\)-quantization
Feynman formulas and functional integrals for diffusion with drift in a domain on a manifold
Note on product formulas for operator semigroups
Quasi-Feynman formulas -- a method of obtaining the evolution operator for the Schrödinger equation
Lagrangian Feynman formulas for second-order parabolic equations in bounded and unbounded domains
Schrodinger type semigroups via Feynman formulae and all that
An Operator Calculus Having Applications in Quantum Electrodynamics
On numerical density approximations of solutions of SDEs with unbounded coefficients
New families of subordinators with explicit transition probability semigroup
Feynman-Kac and Feynman formulas for infinite-dimensional equations with Vladimirov operator
Lévy matters III. Lévy-type processes: construction, approximation and sample path properties
APPROXIMATION OF FELLER PROCESSES BY MARKOV CHAINS WITH LÉVY INCREMENTS
Diffusion and quantum dynamics of particles with position-dependent mass
Diffusion and quantum dynamics on graphs
Feynman description of the one-dimensional dynamics of particles whose masses piecewise continuously depend on coordinates
Feynman formulas for stochastic and quantum dynamics of particles in multidimensional domains
Feynman formulas for evolution equations with Lévy Laplacians on infinite-dimensional manifolds
Feynman formulas for evolution equations with Levy Laplacians on manifolds
LAGRANGIAN AND HAMILTONIAN FEYNMAN FORMULAE FOR SOME FELLER SEMIGROUPS AND THEIR PERTURBATIONS
Hamiltonian Feynman formulas for equations containing the vladimirov operator with variable coefficients
Feynman formulae and phase space Feynman path integrals for tau-quantization of some Lévy-Khintchine type Hamilton functions
Description of quantum and classical dynamics via Feynman formulae

Cited In (8)

Chernoff approximation for semigroups generated by killed Feller processes and Feynman formulae for time-fractional Fokker-Planck-Kolmogorov equations
Approximations to the solution of Cauchy problem for a linear evolution equation via the space shift operator (second-order equation example)
Operator approach to weak convergence of measures and limit theorems for random operators
Dirichlet problem for Poisson equation on the rectangle in infinite dimensional Hilbert space
Chernoff approximations of Feller semigroups in Riemannian manifolds
Solution-giving formula to Cauchy problem for multidimensional parabolic equation with variable coefficients
Chernoff approximation of subordinate semigroups and applications
The method of Chernoff approximation

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