LAGRANGIAN AND HAMILTONIAN FEYNMAN FORMULAE FOR SOME FELLER SEMIGROUPS AND THEIR PERTURBATIONS
@article{Butko2012LAGRANGIANAH, title={LAGRANGIAN AND HAMILTONIAN FEYNMAN FORMULAE FOR SOME FELLER SEMIGROUPS AND THEIR PERTURBATIONS}, author={Yana A. Butko and Ren{\'e} L. Schilling and O. G. Smolyanov}, journal={Infinite Dimensional Analysis, Quantum Probability and Related Topics}, year={2012}, volume={15}, pages={1250015} }
A Feynman formula is a representation of a solution of an initial (or initial-boundary) value problem for an evolution equation (or, equivalently, a representation of the semigroup resolving the problem) by a limit of n-fold iterated integrals of some elementary functions as n → ∞. In this note we obtain some Feynman formulae for a class of semigroups associated with Feller processes. Finite-dimensional integrals in the Feynman formulae give approximations for functional integrals in some…
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