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 languageEnglish
Pages (from-to)700-716
JournalJournal of Mathematical Sciences
Volume188
Issue number6
DOIs
StatePublished - 2013

    Research areas

  • random processes, evolution equations, limit theorems, Feynman–Kac formula

ID: 7404366