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  1. 2016

  2. A Stochastic Interpretation of the Cauchy Problem Solution for the Equation ∂u/∂t=(σ^2/2)Δu+V(x)u with Complex σ.

    Faddeev, M. M., Ibragimov, I. A. & Smorodina, N. V., 2016, In: Markov Processes and Related Fields. 22, 2, p. 203-226

    Research output: Contribution to journal › Article

  3. Аналитические диффузионные процессы: определение, свойства, предельные теоремы

    Ибрагимов, И. А., Смородина, Н. В. & Фаддеев, М. М., 2016, In: ТЕОРИЯ ВЕРОЯТНОСТЕЙ И ЕЕ ПРИМЕНЕНИЯ. 61, 2, p. 300 -- 326

    Research output: Contribution to journal › Article

  4. Начально-краевые задачи в ограниченной области: вероятностные представления решений и предельные теоремы, I.

    Ибрагимов, И. А., Смородина, Н. В. & Фаддеев, М. М., 2016, In: ТЕОРИЯ ВЕРОЯТНОСТЕЙ И ЕЕ ПРИМЕНЕНИЯ. 61, 4, p. 733 - 752

    Research output: Contribution to journal › Article

  5. Об одной предельной теореме, связанной с вероятностным представлением решения задачи Коши для уравнения Шрёдингера.

    Ибрагимов, И. А., Смородина, Н. В. & Фаддеев, М. М., 2016, In: ЗАПИСКИ НАУЧНЫХ СЕМИНАРОВ САНКТ-ПЕТЕРБУРГСКОГО ОТДЕЛЕНИЯ МАТЕМАТИЧЕСКОГО ИНСТИТУТА ИМ. В.А. СТЕКЛОВА РАН. 454, p. 158–175

    Research output: Contribution to journal › Article › peer-review

  6. 2015

  7. Limit theorems for symmetric random walks and probabilistic approximation of the Cauchy problem solution for Schrodinger type evolution equations

    Smorodina, N. V., Faddeev, M. M. & Ибрагимов, И. А., Dec 2015, In: Stochastic Processes and their Applications. 125, 12, p. 4455-4472 18 p.

    Research output: Contribution to journal › Article › peer-review

  8. A Limit Theorem on the Convergence of Random Walk Functionals to a Solution of the Cauchy Problem for the Equation ∂u∂t=σ22Δu with Complex σ.

    Ibragimov, I. A., Smorodina, N. V. & Faddeev, M. M., 2015, In: Journal of Mathematical Sciences. 206, 2, p. 171-180

    Research output: Contribution to journal › Article › peer-review

  9. Limit theorems for symmetric random walks and probabilistic approximation of the Cauchy problem solution for Schrödinger type evolution equations

    Ibragimov, I. A., Smorodina, N. V. & Faddeev, M. M., 2015, In: Stochastic Processes and their Applications. 125, 12, p. 4455 --- 4472

    Research output: Contribution to journal › Article

  10. Limit Theorems on Convergence of Expectations of Functionals of Sums of Independent Random Variables to Solutions of Initial-Boundary Value Problems

    Ibragimov, I. A., Smorodina, N. V. & Faddeev, M. M., 2015, In: Theory of Probability and its Applications. 59, 2, p. 244 -- 259

    Research output: Contribution to journal › Article

  11. 2014

  12. On a Probabilistic Method of Solving a One-Dimensional Initial-Boundary Value Problem

    Ibragimov, I. A., Smorodina, N. V. & Faddeev, M. M., 2014, In: Theory of Probability and its Applications. 58, 2, p. 242-263

    Research output: Contribution to journal › Article

  13. The Probabilistic Approach to Solution of the String Wave Equation

    Smorodina, N. V. & Faddeev, M. M., 2014, In: Journal of Mathematical Sciences. 199, 2, p. 228-235

    Research output: Contribution to journal › Article › peer-review

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