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Hamiltonian Feynman-Kac and Feynman formulae for dynamics of particles with position-dependent mass
A Feynman formula is a representation of the semigroup, generated by an initial-boundary value problem for some evolutionary equation, by a limit of integrals over Cartesian powers of some space E, the integrands being some elementary functions. The multiple integrals in Feynman formulae approximate integrals with respect to some measures or pseudomeasures on sets of functions which take values in E and are defined on a real interval. Hence Feynman formulae can be used both to calculate explicitly solutions for such problems, to get some representations for these solutions by integrals over functions taking values in E (such representations are called Feynman-Kac formulae), to get approximations for transition probability of some diffusion processes and transition amplitudes for quantum dynamics and to get computer simulations for some stochastic and quantum dynamics. The Feynman formula is called a Hamiltonian Feynman formula if the space, Cartesian products of which are used, is the phase space of a classical Hamiltonian system; the corresponding Feynman-Kac formula is called a Hamiltonian Feynman-Kac formula. In the latter formula one integrates over functions taking values in the same phase space. In a similar way one can define Lagrangian Feynman formulae and Lagrangian Feynman-Kac formulae substituting the phase space by the configuration space. In the present paper we formulate and prove the Hamiltonian Feynman and Feynman-Kac formulae for heat semigroups describing the diffusion of particles with the position-dependent mass, or, which is equivalent, with the position-dependent diffusion coefficient. The proof is based on the Chernoff theorem.