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JOURNALS // Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki // Archive

Zh. Vychisl. Mat. Mat. Fiz., 2025 Volume 65, Number 1, Pages 69–87 (Mi zvmmf11907)

This article is cited in 1 paper

Partial Differential Equations

Feynman–Kac formulas for solutions of nonstationarily perturbed evolution equations

Yu. N. Orlova, V. Zh. Sakbaevb

a Federal Research Center Keldysh Institute of Applied Mathematics, Russian Academy of Sciences, 125047, Moscow, Russia
b Steklov Mathematical Institute of Russian Academy of Sciences, 119991, Moscow, Russia

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.

Key words: evolution family of operators, one-parameter semigroup, finitely additive measure, Markov process, Chernoff theorem, Feynman–Kac formula.

UDC: 517.987.1

Received: 22.08.2024
Revised: 29.09.2024
Accepted: 30.09.2024

DOI: 10.31857/S0044466925010077


 English version:
Computational Mathematics and Mathematical Physics, 2025, 65:1, 109–128

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© Steklov Math. Inst. of RAS, 2026