A Random Trotter Product Formula

DOI10.2307/2038458zbMath0255.47051OpenAlexW4250007798MaRDI QIDQ5669849

Thomas G. Kurtz

Publication date: 1972

Full work available at URL: https://doi.org/10.2307/2038458

Mathematics Subject Classification ID

Groups and semigroups of linear operators (47D03) Ordinary differential equations and systems with randomness (34F05) Markov processes (60J99) Differential equations in abstract spaces (34G99)

Related Items (13)

The birth of random evolutions ⋮ Differential equations in a Banach space ⋮ Switching processes: Averaging principle, diffusion approximation and applications ⋮ Almost sure stability criterion for continuous-time linear systems with uniformly distributed uncertainty ⋮ On a stochastic Trotter formula with application to spontaneous localization models ⋮ An Integral Formula for Multidimensional Evolution Equations ⋮ Hierarchical fractional-step approximations and parallel kinetic Monte Carlo algorithms ⋮ An abstract averaging theorem ⋮ Stochastic prey-predator relationships: a random evolution approach ⋮ Random evolutions and stochastic compartments ⋮ Diffusion approximation to wave propagation in imperfectly periodic structures ⋮ A limit theorem for perturbed operator semigroups with applications to random evolutions ⋮ Limit theorems for stationary random evolutions

Cites Work

• On the Product of Semi-Groups of Operators
• RANDOM EVOLUTIONS, MARKOV CHAINS, AND SYSTEMS OF PARTIAL DIFFERENTIAL EQUATIONS
• A General Theorem on the Convergence of Operator Semigroups
• Random evolutions are asymptotically gaussian

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