Abstract:
In this paper, we construct a probabilistic approximation of the evolution
operator
$\exp\bigl(t\bigl({\frac{(-1)^{m+1}}{(2m)!}\,\frac{d^{2m}}{dx^{2m}}+V}\bigr)\bigr)$
in the form of expectations of functionals of a point random field. This
approximation can be considered as a generalization of the Feynman–Kac
formula to the case of a differential equation of order $2m$.
Keywords:evolution equations, Poisson random measures, Feynman–Kac formula.