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Probabilistic approximation of solutions of the cauchy problem for some evolution equations
Research output
:
Contribution to journal
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Article
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peer-review
Department of Probability Theory and Mathematical Statistics
Department of Higher Mathematics and Mathematical Physics
Overview
Cite this
Links
http://link.springer.com/article/10.1007%2Fs10958-013-1161-8
DOI
https://doi.org/10.1007/s10958-013-1161-8
Other version
I.A. Ibragimov
N.V. Smorodina
M.M. Faddeev
In our paper, we construct an analog of probabilistic representation of the solution of the Cauchy problem for the equation ∂u∂t+σ22∂2u∂x2+f(x)u=0, where σ is a complex number.
Original language
English
Pages (from-to)
700-716
Journal
Journal of Mathematical Sciences
Volume
188
Issue number
6
DOIs
https://doi.org/10.1007/s10958-013-1161-8
State
Published -
2013
Research areas
random processes, evolution equations, limit theorems, Feynman–Kac formula
ID: 7404366