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On a Probabilistic Method of Solving a One-Dimensional Initial-Boundary Value Problem
Research output
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Article
Department of Probability Theory and Mathematical Statistics
Department of Higher Mathematics and Mathematical Physics
Overview
Cite this
Links
http://epubs.siam.org/doi/abs/10.1137/S0040585X97986503
DOI
https://doi.org/10.1137/S0040585X97986503
Other version
I.A. Ibragimov
N.V. Smorodina
M.M. Faddeev
We obtain an analogue of probabilistic representation of a solution of an initial-boundary value problem for the equation ${\partial u}/{\partial t}+({\sigma^2}/{2}){\partial^2u}/{\partial x^2}+f(x)u=0,$ where $\sigma$ is a complex number.
Original language
English
Pages (from-to)
242-263
Journal
Theory of Probability and its Applications
Volume
58
Issue number
2
DOIs
https://doi.org/10.1137/S0040585X97986503
State
Published -
2014
ID: 7009417