We consider some problems concerning a probabilistic interpretation of the Cauchy problem solution for the equation ∂u∂t=12(S∇∇)u, where S is a symmetric complex matrix such that Re S ≥ 0.

Original languageEnglish
Pages (from-to)789-795
Number of pages7
JournalJournal of Mathematical Sciences (United States)
Volume244
Issue number5
Early online date9 Jan 2020
DOIs
StatePublished - Feb 2020

    Scopus subject areas

  • Statistics and Probability
  • Mathematics(all)
  • Applied Mathematics

ID: 50850416