Research output: Contribution to journal › Article
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.Research output: Contribution to journal › Article
}
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