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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Hlavní autor: I. D. Remizov
Médium: Artigo
Jazyk:Inglês
Vydáno: Yaroslavl State University 2015-06-01
Edice:Modelirovanie i Analiz Informacionnyh Sistem
Témata:
hilbert space
feynman formula
chernoff theorem
multiple integrals
gaussian measure
On-line přístup:https://www.mais-journal.ru/jour/article/view/255
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