Chernoff's theorem for backward propagators and applications to diffusions on manifolds

Details Chernoff's theorem for backward propagators and applications to diffusions on manifolds Chernoff's theorem for backward propagators and applications to diffusions on manifolds

2010-01-19

arxiv.org/abs/1001.3373v2

Mathematics

Functional Analysis

Scientific paper

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.

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