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Approximation of the evolution operator by expectations of functionals of sums of independent random variables. / Ibragimov, I. A.; Smorodina, N. V.; Faddeev, M. M.

In: Theory of Probability and its Applications, Vol. 64, No. 1, 01.01.2019, p. 12-26.

Research output: Contribution to journal › Article › peer-review

Harvard

Ibragimov, IA, Smorodina, NV & Faddeev, MM 2019, 'Approximation of the evolution operator by expectations of functionals of sums of independent random variables', Theory of Probability and its Applications, vol. 64, no. 1, pp. 12-26. https://doi.org/10.1137/S0040585X97T989362

APA

Ibragimov, I. A., Smorodina, N. V., & Faddeev, M. M. (2019). Approximation of the evolution operator by expectations of functionals of sums of independent random variables. Theory of Probability and its Applications, 64(1), 12-26. https://doi.org/10.1137/S0040585X97T989362

Vancouver

Ibragimov IA, Smorodina NV, Faddeev MM. Approximation of the evolution operator by expectations of functionals of sums of independent random variables. Theory of Probability and its Applications. 2019 Jan 1;64(1):12-26. https://doi.org/10.1137/S0040585X97T989362

Author

Ibragimov, I. A. ; Smorodina, N. V. ; Faddeev, M. M. / Approximation of the evolution operator by expectations of functionals of sums of independent random variables. In: Theory of Probability and its Applications. 2019 ; Vol. 64, No. 1. pp. 12-26.

BibTeX

@article{ec69614464c34a80b392ca0e1ecc9c2d,
title = "Approximation of the evolution operator by expectations of functionals of sums of independent random variables",
abstract = "A method of probabilistic approximation of the operator e−itH,whereH = −1d2 + V (x), V ∈ L∞(R), in the strong operator topology is proposed. The approximating operators2dx2 have the form of expectations of functionals of sums of independent identically distributed random variables.",
keywords = "evolution equations, Feynman, Kac formula, Limit theorems, Feynman-Kac formula, limit theorems, EQUATION",
author = "Ibragimov, {I. A.} and Smorodina, {N. V.} and Faddeev, {M. M.}",
year = "2019",
month = jan,
day = "1",
doi = "10.1137/S0040585X97T989362",
language = "English",
volume = "64",
pages = "12--26",
journal = "Theory of Probability and its Applications",
issn = "0040-585X",
publisher = "Society for Industrial and Applied Mathematics",
number = "1",

}

RIS

TY - JOUR

T1 - Approximation of the evolution operator by expectations of functionals of sums of independent random variables

AU - Ibragimov, I. A.

AU - Smorodina, N. V.

AU - Faddeev, M. M.

PY - 2019/1/1

Y1 - 2019/1/1

N2 - A method of probabilistic approximation of the operator e−itH,whereH = −1d2 + V (x), V ∈ L∞(R), in the strong operator topology is proposed. The approximating operators2dx2 have the form of expectations of functionals of sums of independent identically distributed random variables.

AB - A method of probabilistic approximation of the operator e−itH,whereH = −1d2 + V (x), V ∈ L∞(R), in the strong operator topology is proposed. The approximating operators2dx2 have the form of expectations of functionals of sums of independent identically distributed random variables.

KW - evolution equations

KW - Feynman

KW - Kac formula

KW - Limit theorems

KW - Feynman-Kac formula

KW - limit theorems

KW - EQUATION

UR - http://www.scopus.com/inward/record.url?scp=85067271588&partnerID=8YFLogxK

U2 - 10.1137/S0040585X97T989362

DO - 10.1137/S0040585X97T989362

M3 - Article

AN - SCOPUS:85067271588

VL - 64

SP - 12

EP - 26

JO - Theory of Probability and its Applications

JF - Theory of Probability and its Applications

SN - 0040-585X

IS - 1

ER -

ID: 43529452