Research output: Contribution to journal › Article › peer-review
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 language | English |
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Pages (from-to) | 356-372 |
Number of pages | 17 |
Journal | Theory of Probability and its Applications |
Volume | 62 |
Issue number | 3 |
DOIs | |
State | Published - 1 Jan 2018 |
ID: 35401281