A Pseudo-Differential Operator Construction of Markov Processes Using Feynman Path Integrals

Alexander Potrykus

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arXiv · 1204.5624

A Pseudo-Differential Operator Construction of Markov Processes Using Feynman Path Integrals

Alexander Potrykus

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Abstract

In this paper pseudo-differential operators with negative definite symbols are used to construct time- and space-inhomogeneous Markov processes. This is achieved by using the Markov evolution system associated with the fundamental solution of the corresponding pseudo-differential evolution equation. Negative definite symbols are non-standard and differ significantly from the class of Hörmander type symbols. The novelty of this work is the derivation and the representation of the fundamental solution as a Feynman path integral. This implies that the transition function of the constructed Markov process can be written as a pseudo-differential operator that has a Feynman path integral as its symbol.

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Alexander Potrykus. 2012-04-25. A Pseudo-Differential Operator Construction of Markov Processes Using Feynman Path Integrals. https://arxiv.org/abs/1204.5624

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