Initial boundary value problems in a bounded domain

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Initial boundary value problems in a bounded domain: Probabilistic representations of solutions and limit theorems. I

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

Department of Probability Theory and Mathematical Statistics
Department of Higher Mathematics and Mathematical Physics

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DOI

https://doi.org/10.1137/S0040585X97T988393
Final published version

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

In this paper, we construct a new method of probabilistic representation of a solution of initial boundary value problems for series of evolution equations in a circle based on constructing a special continuation of an initial function from the circle to the whole plane.

Original language	English
Pages (from-to)	632-648
Number of pages	17
Journal	Theory of Probability and its Applications
Volume	61
Issue number	4
DOIs	https://doi.org/10.1137/S0040585X97T988393
State	Published - 1 Jan 2017

Research areas

Evolution equations, Feynman integral, Feynman measure, Initial boundary value problems, Limit theorems

Scopus subject areas

Statistics and Probability
Statistics, Probability and Uncertainty

ID: 35401493