Approximation of the evolution operator by expectations of
Teoriâ veroâtnostej i ee primeneniâ, Tome 64 (2019) no. 1, pp. 17-35
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A method of probabilistic approximation of the operator $e^{-itH}$, where $H = -\frac{1}{2}\,\frac{d^2}{dx^2}+V(x)$,
$V\in L_\infty(\mathbf R)$, in the strong operator topology is proposed.
The approximating operators have the form of expectations
of functionals of sums of independent identically distributed random variables.
Mots-clés :
evolution equations, Feynman–Kac formula.
Keywords: limit theorems
Keywords: limit theorems
@article{TVP_2019_64_1_a1,
author = {I. A. Ibragimov and N. V. Smorodina and M. M. Faddeev},
title = {Approximation of the evolution operator by expectations of},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {17--35},
publisher = {mathdoc},
volume = {64},
number = {1},
year = {2019},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_2019_64_1_a1/}
}
TY - JOUR AU - I. A. Ibragimov AU - N. V. Smorodina AU - M. M. Faddeev TI - Approximation of the evolution operator by expectations of JO - Teoriâ veroâtnostej i ee primeneniâ PY - 2019 SP - 17 EP - 35 VL - 64 IS - 1 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVP_2019_64_1_a1/ LA - ru ID - TVP_2019_64_1_a1 ER -
I. A. Ibragimov; N. V. Smorodina; M. M. Faddeev. Approximation of the evolution operator by expectations of. Teoriâ veroâtnostej i ee primeneniâ, Tome 64 (2019) no. 1, pp. 17-35. http://geodesic.mathdoc.fr/item/TVP_2019_64_1_a1/