Feynman formulas for nonlinear evolution equations |
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| Authors: | Yu. N. Orlov V. Zh. Sakbaev O. G. Smolyanov |
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| Affiliation: | 1.Keldysh Institute of Applied Mathematics,Russian Academy of Sciences,Moscow,Russia;2.RUDN University,Moscow,Russia;3.Moscow Institute of Physics and Technology (State University),Dolgoprudnyi, Moscow oblast,Russia;4.Mechanics and Mathematics Faculty,Moscow State University,Moscow,Russia |
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| Abstract: | Transformations of measures, generalized measures, and functions generated by evolution differential equations on a Hilbert space E are studied. In particular, by using Feynman formulas, a procedure for averaging nonlinear random flows is described and an analogue of the law of large number for such flows is established (see [1, 2]). |
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