A Probabilistic Approximation of the Evolution Operator exp (t (S∇, ∇)) with a Complex Matrix S

I. A. Ibragimov; N. V. Smorodina; M. M. Faddeev

doi:10.1007/s10958-020-04652-0

A Probabilistic Approximation of the Evolution Operator exp (t (S∇, ∇)) with a Complex Matrix S

I. A. Ibragimov, N. V. Smorodina, M. M. Faddeev

Research output › peer-review

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
Pages (from-to)	789-795
Journal	Journal of Mathematical Sciences (United States)
Volume	244
Issue number	5
Early online date	9 Jan 2020
DOIs	https://doi.org/10.1007/s10958-020-04652-0
Publication status	Published - Feb 2020

Scopus subject areas

Statistics and Probability
Mathematics(all)
Applied Mathematics

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title = "A Probabilistic Approximation of the Evolution Operator exp (t (S∇, ∇)) with a Complex Matrix S",

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.",

author = "Ibragimov, {I. A.} and Smorodina, {N. V.} and Faddeev, {M. M.}",

note = "Ibragimov, I.A., Smorodina, N.V. & Faddeev, M.M. J Math Sci (2020) 244: 789. https://doi.org/10.1007/s10958-020-04652-0",

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