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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2017 Volume 466, Pages 134–144 (Mi znsl6546)

A probabilistic approximation of the evolution operator $\exp(t(S\nabla,\nabla))$ with a complex matrix $S$

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

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

Abstract: We consider some problems concerning a probabilistic interpretation of the Cauchy problem solution for the equation $\frac{\partial u}{\partial t}=\frac12(S\nabla,\nabla)u$, where $S$ is a symmetric complex matrix such that $\operatorname{Re}S\ge0$.

Key words and phrases: limit theorem, Schrödinger equation, Feynman measure, random walk, evolution equation.

UDC: 519.2

Received: 18.10.2017



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