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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2019 Volume 64, Issue 1, Pages 17–35 (Mi tvp5232)

Approximation of the evolution operator by expectations of functionals of sums of independent random variables

I. A. Ibragimovab, N. V. Smorodinaab, M. M. Faddeevab

a St. Petersburg Department of Steklov Mathematical Institute of Russian Academy of Sciences
b Saint Petersburg State University

Abstract: 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.

Keywords: evolution equations, limit theorems, Feynman–Kac formula.

Received: 18.06.2018
Revised: 17.07.2018
Accepted: 18.10.2018

DOI: 10.4213/tvp5232


 English version:
Theory of Probability and its Applications, 2019, 64:1, 12–26

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© Steklov Math. Inst. of RAS, 2024