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arxiv: 1001.3373 · v2 · pith:XVQXXKMNnew · submitted 2010-01-19 · 🧮 math.FA · math.PR

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

classification 🧮 math.FA math.PR
keywords theoremapproximationschernoffbackwardpropagatorssemigroupsapplicationsclassical
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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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