Chernoff approximation of subordinate semigroups
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Publication:4642383
DOI10.1142/S0219493718500211MaRDI QIDQ4642383
Publication date: 23 May 2018
Published in: Stochastics and Dynamics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1512.05258
subordinationFeynman formulasubordinate semigroupsapproximation of transition probabilitiesapproximation of evolution semigroupssubordinate processesthe Chernoff theorem
One-parameter semigroups and linear evolution equations (47D06) Markov semigroups and applications to diffusion processes (47D07) Transition functions, generators and resolvents (60J35) Schrödinger and Feynman-Kac semigroups (47D08)
Related Items (7)
Chernoff approximations of Feller semigroups in Riemannian manifolds ⋮ Dirichlet problem for Poisson equation on the rectangle in infinite dimensional Hilbert space ⋮ The Method of Chernoff Approximation ⋮ Operator approach to weak convergence of measures and limit theorems for random operators ⋮ Approximations to the solution of Cauchy problem for a linear evolution equation via the space shift operator (second-order equation example) ⋮ Solution-giving formula to Cauchy problem for multidimensional parabolic equation with variable coefficients ⋮ Chernoff approximation for semigroups generated by killed Feller processes and Feynman formulae for time-fractional Fokker-Planck-Kolmogorov equations
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