Chernoff's theorem for backward propagators and applications to diffusions on manifolds
Functional Analysis
2011-01-19 v2 Probability
Abstract
The classical Chernoff's theorem is a statement about discrete-time approximations of semigroups, where the approximations are consturcted as products of time-dependent contraction operators strongly differentiable at zero. We generalize the version of Chernoff's theorem for semigroups proved in a paper by Smolyanov et al., and obtain a theorem about descrete-time approximations of backward propagators.
Keywords
Cite
@article{arxiv.1001.3373,
title = {Chernoff's theorem for backward propagators and applications to diffusions on manifolds},
author = {Evelina Shamarova},
journal= {arXiv preprint arXiv:1001.3373},
year = {2011}
}