From Feynman-Kac formula to Feynman integrals via analytic continuation
By using a calculus based on Brownian bridge measures, it is shown that under mild assumptions on V (e.g. V is in the Kato class) the fundamental solution (FS) q (t,x,y) for the heat equation can be represented by the Feynman-Kac formula. Furthermore, it has an analytic continuation in t over +, where , and q([var epsilon] + it,x,y) can be expressed via Wiener path integrals. For small [var epsilon] > 0 it can be considered as an approximation of the FS for the Schrodinger equation . We also give an estimate of q(t,x,y) for t [set membership, variant] +.
Year of publication: |
1994
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Authors: | Yan, Jia-An |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 54.1994, 2, p. 215-232
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Publisher: |
Elsevier |
Keywords: | Additive functional Analytic continuation Brownian bridge measures Feynman integrals Feynman-Kac formula Generalized Kato class Propagator Schrodinger equation |
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