SOLUTION TO A PARABOLIC DIFFERENTIAL EQUATION IN HILBERT SPACE VIA FEYNMAN FORMULA I

SOLUTION TO A PARABOLIC DIFFERENTIAL EQUATION IN HILBERT SPACE VIA FEYNMAN FORMULA I

A parabolic partial differential equation u′t (t, x) = Lu(t, x) is considered, where L is a linear second-order differential operator with time-independent coefficients, which may depend on x. We assume that the spatial coordinate x belongs to a finiteor infinite-dimensional real separable Hilbert s...

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Bibliographic Details
Main Author: I. D. Remizov
Format: Article
Language:English
Published: Yaroslavl State University 2015-06-01
Series:Modelirovanie i Analiz Informacionnyh Sistem
Subjects:
hilbert space
feynman formula
chernoff theorem
multiple integrals
gaussian measure
Online Access:https://www.mais-journal.ru/jour/article/view/255

Internet

https://www.mais-journal.ru/jour/article/view/255

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