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On a Probabilistic Method of Solving a One-Dimensional Initial-Boundary Value Problem. / Ibragimov, I.A.; Smorodina, N.V.; Faddeev, M.M.

In: Theory of Probability and its Applications, Vol. 58, No. 2, 2014, p. 242-263.

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@article{b5271867f393404b90cb86e49842526e,
title = "On a Probabilistic Method of Solving a One-Dimensional Initial-Boundary Value Problem",
abstract = "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.",
author = "I.A. Ibragimov and N.V. Smorodina and M.M. Faddeev",
year = "2014",
doi = "10.1137/S0040585X97986503",
language = "English",
volume = "58",
pages = "242--263",
journal = "Theory of Probability and its Applications",
issn = "0040-585X",
publisher = "Society for Industrial and Applied Mathematics",
number = "2",

}

RIS

TY - JOUR

T1 - On a Probabilistic Method of Solving a One-Dimensional Initial-Boundary Value Problem

AU - Ibragimov, I.A.

AU - Smorodina, N.V.

AU - Faddeev, M.M.

PY - 2014

Y1 - 2014

N2 - 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.

AB - 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.

U2 - 10.1137/S0040585X97986503

DO - 10.1137/S0040585X97986503

M3 - Article

VL - 58

SP - 242

EP - 263

JO - Theory of Probability and its Applications

JF - Theory of Probability and its Applications

SN - 0040-585X

IS - 2

ER -

ID: 7009417