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.

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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
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article

Feynman–Kac Formulas for Solutions of Nonstationarily Perturbed Evolution Equations

В. Ж. Сакбаев, Yu. N. Orlov
1 citations
Computational Mathematics and Mathematical Physics
advanced mathematical theories
3.69
article

Feynman–Kac Formulas for Solutions of Nonstationarily Perturbed Evolution Equations

В. Ж. Сакбаев, Yu. N. Orlov
article en
1 citations

Abstract

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.

Computational Mathematics and Mathematical PhysicsVol. 65(1)
Russian Academy of Sciences (RU), Steklov Mathematical Institute (RU), Keldysh Institute of Applied Mathematics (RU)
Climate action
Openalex Percentile: Top 12%
advanced mathematical theories
3.69
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