The paper puts forward a new method of construction of a probabilistic representation of solutions to initial-boundary value problems for a number of evolution equations (in particular, for the Schrödinger equation) in a bounded subdomain of ℝ2 with smooth boundary. Our method is based on the construction of a special extension of the initial function from the domain to the entire plane. For problems with Neumann boundary condition, this method produces a new approach to the construction of a Wiener process “reflected from the boundary,” which was first introduced by A. V. Skorokhod.

Original languageEnglish
Pages (from-to)356-372
Number of pages17
JournalTheory of Probability and its Applications
Volume62
Issue number3
DOIs
StatePublished - 1 Jan 2018

    Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

    Research areas

  • Evolution equations, Feynman integral, Feynman measure, Initial-boundary value problems, Limit theorems, Schrödinger equation, Skorokhod problem, Schrodinger equation, initial-boundary value problems, limit theorems, evolution equations

ID: 35401281