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
JournalJournal of Mathematical Sciences (United States)
Issue number5
Early online date9 Jan 2020
Publication statusPublished - Feb 2020

Scopus subject areas

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

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