English

Chernoff's theorem for evolution families

Functional Analysis 2007-06-28 v1 Probability

Abstract

A generalized version of Chernoff's theorem has been obtained. Namely, the version of Chernoff's theorem for semigroups obtained in a paper by Smolyanov, Weizsaecker, and Wittich is generalized for a time-inhomogeneous case. The main theorem obtained in the current paper, Chernoff's theorem for evolution families, deals with a family of time-dependent generators of semigroups AtA_t on a Banach space, a two-parameter family of operators Qt,t+ΔtQ_{t,t+\Delta t} satisfying the relation: ΔtQt,t+ΔtΔt=0=At\frac{\partial}{\partial \Delta t}Q_{t,t+\Delta t}|_{\Delta t = 0}=A_t, whose products Qti,ti+1...Qtk1,tkQ_{t_i,t_{i+1}}... Q_{t_{k-1},t_k} are uniformly bounded for all subpartitions s=t0<t1<>...<tn=ts = t_0 < t_1 < >... < t_n = t. The theorem states that Qt0,t1...Qtn1,tnQ_{t_0,t_1}... Q_{t_{n-1},t_n} converges to an evolution family U(s,t)U(s,t) solving a non-autonomous Cauchy problem. Furthermore, the theorem is formulated for a particular case when the generators AtA_t are time dependent second order differential operators. Finally, an example of application of this theorem to a construction of time-inhomogeneous diffusions on a compact Riemannian manifold is given. Keywords: Chernoff's theorem, evolution family, strongly continuous semigroup, evolution families generated by manifold valued stochastic processes.

Keywords

Cite

@article{arxiv.0706.4079,
  title  = {Chernoff's theorem for evolution families},
  author = {Evelina Shamarova},
  journal= {arXiv preprint arXiv:0706.4079},
  year   = {2007}
}
R2 v1 2026-06-21T08:42:42.468Z