Estimates for the deviations of random walks and a stochastic method for solving the Schrödinger equation.

DOI10.1023/B:MATN.0000043486.02521.DAzbMATH Open1072.60038OpenAlexW1968355740MaRDI QIDQ556570FDOQ556570

Authors: A. V. Polyakov, Alexander M. Chebotarev 

Publication date: 21 June 2005

Published in: Mathematical Notes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/b:matn.0000043486.02521.da

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zbMATH Keywords

Poisson processesMonte Carlo methodCayley transformmomentum representationunitary approximation

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Schrödinger operator, Schrödinger equation (35J10) PDEs in connection with quantum mechanics (35Q40)

Cited In (4)

• Stochastic solution of the Schrödinger equation with an asymmetric periodic potential
• On a limit theorem related to probabilistic representation of solution to the Cauchy problem for the Schrödinger equation
• Limit theorems for symmetric random walks and probabilistic approximation of the Cauchy problem solution for Schrödinger type evolution equations
• Probabilistic representations for solutions to initial boundary value problems for non-stationary Schrödinger equation in \(d\)-hyperball

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