We prove limit theorems on convergence of mathematical expectations of functionals of certain random walks to the solution of an initial-boundary value problem for the equation ${\partial u}/{\partial t}=({\sigma^2}/{2})\Delta u=0,$ where $\sigma$ is a complex-valued parameter with ${\rm Re}\,\sigma^2\ge 0$.
Original languageEnglish
Pages (from-to)244 -- 259
JournalTheory of Probability and its Applications
Volume59
Issue number2
DOIs
StatePublished - 2015
Externally publishedYes

    Research areas

  • initial-boundary value problem, limit theorems, Feynman measure, pseudoprocess

ID: 5790615