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An Analogue of the Feynman--Kac Formula for a High-Order Operator
Theory of Probability and Its Applications ( IF 0.5 ) Pub Date : 2022-05-05 , DOI: 10.1137/s0040585x97t990757
M. V. Platonova

Theory of Probability &Its Applications, Volume 67, Issue 1, Page 62-76, May 2022.
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 $2m$.


中文翻译:

高阶算子的费曼-卡茨公式的类比

概率理论及其应用,第 67 卷,第 1 期,第 62-76 页,2022 年 5 月
。在本文中,我们构建了进化算子 $\exp\bigl(t\bigl({\frac{(-1 )^{m+1}}{(2m)!}\,\frac{d^{2m}}{dx^{2m}}+V}\bigr)\bigr)$ 的函数期望形式一个点随机场。这种近似可以被认为是 Feynman--Kac 公式对 $2m$ 阶微分方程情况的推广。
更新日期:2022-05-06
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