Product formulas for solutions of initial value partial differential equations. I

DOI10.1016/0022-0396(85)90078-6MaRDI QIDQ802207zbMATH OpenOpenAlexFDO

Authors Marc A. Berger, Alan D. Sloan

Publication date 1985

Published in Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0022-0396(85)90078-6

zbMATH Keywords

evolution equationsproduct integral representations

Mathematics Subject Classification ID

Groups and semigroups of linear operators (47D03) Stochastic integrals (60H05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65)

Review text

Product integral representations are obtained for solutions of evolution equations with \(n^{th}\) order constant coefficient elliptic generators. These representations involve a special class of integral operators with the generalized Gauss kernel. They stem from the authors' \(n^{th}\) order version of the Itô calculus. The extension to time dependent generators is also presented.

Recommendations

• Product formulas for solutions of initial value partial differential equations. II
• scientific article; zbMATH DE number 3881600
• scientific article; zbMATH DE number 3971250
• Partial differential equations satisfied by polynomials which have a product formula.
• A general form of the product integral and linear ordinary differential equations
• scientific article; zbMATH DE number 4198574
• Product integration and solution of ordinary differential equations
• On a product formula for a class of nonlinear evolution equations
• scientific article; zbMATH DE number 4107206
• A product formula approach to first order quasilinear equations

Cites work

• A method of generalized characteristics
• A signed measure on path space related to Wiener measure
• A Trotter-Lie formula for compactly generated semigroups of nonlinear operators
• Central Limit Theorem for Products of Random Matrices
• Characteristic methods for multi-dimensional evolution equations
• scientific article; zbMATH DE number 3658197 (Why is no real title available?)
• scientific article; zbMATH DE number 3533833 (Why is no real title available?)
• scientific article; zbMATH DE number 3278887 (Why is no real title available?)
• Note on product formulas for operator semigroups
• On the Mixed Product of Nonhomogeneous Stochastic Semi-Groups
• Semigroup product formulas and addition of unbounded operators
• Semigroup-theoretic proofs of the central limit theorem and other theorems of analysis
• Semigroups of linear operators and applications to partial differential equations

Cited in

(4)

• Product formulas for solutions of initial value partial differential equations. II
• scientific article; zbMATH DE number 3881600 (Why is no real title available?)
• scientific article; zbMATH DE number 4198574 (Why is no real title available?)
• scientific article; zbMATH DE number 3971250 (Why is no real title available?)

This page was built for publication: Product formulas for solutions of initial value partial differential equations. I

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q802207)