This note is devoted to Feynman formulas (i.e., representations of semigroups by limits of n-fold iterated integrals as n → ∞) and their connections with phase space Feynman path integrals. Some pseudodifferential operators corresponding to different types of quantization of a quadratic Hamiltonian function are considered. Lagrangian and Hamiltonian Feynman formulas for semigroups generated by these operators are obtained. Further, a construction of Hamiltonian (phase space) Feynman path integrals is introduced. Due to this construction, the Hamiltonian Feynman formulas obtained here and in our previous papers do coincide with Hamiltonian Feynman path integrals. This connects phase space Feynman path integrals with some integrals with respect to probability measures. These connections enable us to make a contribution to the theory of phase space Feynman path integrals, to prove the existence of some of these integrals, and to study their properties by means of stochastic analysis. The Feynman path integrals thus obtained are different for different types of quantization. This makes it possible to distinguish the process of quantization in the language of Feynman path integrals.

Abstract. A Feynman formula is a representation of a solution of an initial (or initial-boundary) value problem for an evolution equation (or, equivalently, a representation of the semigroup resolving the problem) by a limit of n-fold iterated integrals of some elementary functions as n → ∞. In this note we obtain some Feynman formulae for a class of semigroups associated with Feller processes. Finite dimensional integrals in the Feynman formulae give approximations for functional integrals in some Feynman-Kac formulae corresponding to the underlying processes. Hence, these Feynman formulae give an effective tool to calculate functional integrals with respect to probability measures generated by these Feller processes and, in particular, to obtain simulations of Feller processes.Keywords Feynman formulae; Feynman-Kac formulae; approximations of functional integrals, approximations of transition densities.MSC 2010: 47D07, 47D08, 35C99, 60J35, 60J51, 60J60.

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In this note a class of second-order parabolic equations with variable coefficients, depending on coordinate, is considered in bounded and unbounded domains. Solutions of the Cauchy–Dirichlet and the Cauchy problems are represented in the form of a limit of finite-dimensional integrals of elementary functions (such representations are called Feynman formulas). Finite-dimensional integrals in the Feynman formulas give approximations for functional integrals in the corresponding Feynman–Kac formulas, representing solutions of these problems. Hence, these Feynman formulas give an effective tool to calculate functional integrals with respect to probability measures generated by diffusion processes with a variable diffusion coefficient and absorption on the boundary.

This note is devoted to representation of some evolution semigroups. The semigroups are generated by pseudo-differential operators, which are obtained by different (parametrized by a number τ ) procedures of quantization from a certain class of functions (or symbols) defined on the phase space. This class contains functions which are second order polynomials with respect to the momentum variable and also some other functions. The considered semigroups are represented as limits of n-fold iterated integrals when n tends to infinity (such representations are called Feynman formulae). Some of these representations are constructed with the help of another pseudo-differential operators, obtained by the same procedure of quantization (such representations are called Hamiltonian Feynman formulae). Some representations are based on integral operators with elementary kernels (these ones are called Lagrangian Feynman formulae and are suitable for computations). A family of phase space Feynman pseudomeasures corresponding to different procedures of quantization is introduced. The considered evolution semigroups are represented also as phase space Feynman path integrals with respect to these Feynman pseudomeasures. The obtained Lagrangian Feynman formulae allow to calculate these phase space Feynman path integrals and to connect them with some functional integrals with respect to probability measures.Keywords Feynman formulae; Phase space Feynman path integrals, Hamiltonian Feynman path integrals, symplectic Feynman path integrals, Feynman-Kac formulae, functional integrals; Hamiltonian (symplectic) Feynman pseudomeasure, Chernoff theorem, pseudo-differential operators, approximations of semigroups, approximations of transition densities.MSC 2010: 47D07, 47D08, 35C99, 60J35, 60J51, 60J60.