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JOURNALS // Russian Journal of Nonlinear Dynamics // Archive

Nelin. Dinam., 2006 Volume 2, Number 1, Pages 75–87 (Mi nd155)

This article is cited in 2 papers

The Feynman-Kac-Ito formula for an infinite-dimensional Schrödinger equation with scalar and vector potentials

Ya. A. Butko

M. V. Lomonosov Moscow State University

Abstract: We consider an infinite-dimensional Schrödinger equation with scalar and vector potentials in a Hilbert space. The vector potential plays the same role as a magnetic field in the finite-dimensional case. We have proved the existence of the solution to the Cauchy problem. The solution is local in time and space variables and is expressed by a probabilistic formula of Feynman–Kac–Ito type.

Keywords: infinite dimensional Schrödinger equation, stochastic integrals, vector potential, Feynman–Kac–Ito formula, functional integrals.

UDC: 517.987.4



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