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 languageEnglish
Pages (from-to)242-263
JournalTheory of Probability and its Applications
Volume58
Issue number2
DOIs
StatePublished - 2014

ID: 7009417