Feynman formula for a class of second-order parabolic equations in a bounded domain
DOI10.1134/S1064562408040327zbMATH Open1218.81037OpenAlexW2022463166MaRDI QIDQ542235FDOQ542235
Authors: Martin Grothaus, O. G. Smolyanov, Yana Kinderknecht 
Publication date: 8 June 2011
Published in: Doklady Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1134/s1064562408040327
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Cites Work
- One-Parameter Semigroups for Linear Evolution Equations
- Chernoff's theorem and discrete time approximations of Brownian motion on manifolds
- Hamiltonian Feynman path integrals via the Chernoff formula
- Feynman formulas for particles with position-dependent mass
- Self-adjoint Hamiltonians with a mass jump: general matching conditions
- Surface measures and initial boundary value problems generated by diffusions with drift
- Brownian motion on a manifold as limit of stepwise conditioned standard Brownian motions
Cited In (13)
- Chernoff approximation for semigroups generated by killed Feller processes and Feynman formulae for time-fractional Fokker-Planck-Kolmogorov equations
- Rate of convergence of Feynman approximations of semigroups generated by the oscillator Hamiltonian
- Parabolic equations and Feynman-Kac formula on general bounded domains
- The Feynman-Kac formula for a system of parabolic equations
- Feynman formulae for Feller semigroups
- Feynman formulae and phase space Feynman path integrals for tau-quantization of some Lévy-Khintchine type Hamilton functions
- LAGRANGIAN AND HAMILTONIAN FEYNMAN FORMULAE FOR SOME FELLER SEMIGROUPS AND THEIR PERTURBATIONS
- Lagrangian Feynman formulas for second-order parabolic equations in bounded and unbounded domains
- Feynman's formula for the Cauchy-Dirichlet problem in bounded domains
- Feynman formulas and path integrals for some evolution semigroups related to \(\tau\)-quantization
- Feynman formulas for solutions of evolution equations on ramified surfaces
- Hamiltonian Feynman-Kac and Feynman formulae for dynamics of particles with position-dependent mass
- Smooth contractive embeddings and application to Feynman formula for parabolic equations on smooth bounded domains
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