Sufficient conditions for an operator-valued Feynman-Kac formula

Grady, Michael Dale

doi:10.1090/S0002-9947-1976-0423552-5

Sufficient conditions for an operator-valued Feynman-Kac formula
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by Michael Dale Grady PDF

Trans. Amer. Math. Soc. 223 (1976), 181-203 Request permission

Abstract:

Let E be a locally compact, second countable Hausdorff space and let $X(t)$ be a Markov process with state space E. Sufficient conditions are given for the existence of a solution to the initial value problem, $\partial u/\partial t = Au + V(x) \cdot u,u(0) = f$, where A is the infinitesimal generator of the process X on a certain Banach space and for each $x \in E,V(x)$ is the infinitesimal generator of a ${C_0}$ contraction semigroup on another Banach space.

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