Abstract
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 language | English |
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Pages (from-to) | 789-795 |
Journal | Journal of Mathematical Sciences (United States) |
Volume | 244 |
Issue number | 5 |
Early online date | 9 Jan 2020 |
DOIs | |
State | Published - Feb 2020 |
Scopus subject areas
- Statistics and Probability
- Mathematics(all)
- Applied Mathematics