Feynman–Kac Formulas for Solutions of Nonstationarily Perturbed Evolution Equations
A bijective mapping of the space of operator-valued functions to the set of complex-valued finite additive cylindrical measures on the trajectory space is constructed and studied. Conditions are established under which the Cauchy problem for a first-order equation with a variable operator generates a two-parameter evolution family of operators. A representation of the solution to the Cauchy problem with a variable perturbed generator is obtained using the path integral of a perturbation-defined functional on the trajectory space with respect to a cylindrical pseudomeasure defined by the unperturbed two-parameter evolution family of operators.
Authors
- В. Ж. Сакбаев (ORCID: https://orcid.org/0000-0001-8349-1738)
- Yu. N. Orlov
Institutions
- Russian Academy of Sciences (RU)
- Steklov Mathematical Institute (RU)
- Keldysh Institute of Applied Mathematics (RU)
Publication Details
- Journal
- Computational Mathematics and Mathematical Physics
- Published
- 2025-01-01
- DOI
- https://doi.org/10.1134/s096554252470177x
- Citations
- 1
- Primary Topic
- advanced mathematical theories
- Type
- article
- Field-Weighted Citation Impact
- 3.69