Probabilistic approximation of solutions of the cauchy problem for some evolution equations

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Probabilistic approximation of solutions of the cauchy problem for some evolution equations. / Ibragimov, I.A.; Smorodina, N.V.; Faddeev, M.M.

In: Journal of Mathematical Sciences, Vol. 188, No. 6, 2013, p. 700-716.

Research output: Contribution to journal › Article › peer-review

BibTeX

@article{89d4ebc128f94bde964b069b6b938284,

title = "Probabilistic approximation of solutions of the cauchy problem for some evolution equations",

abstract = "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.",

keywords = "random processes, evolution equations, limit theorems, Feynman–Kac formula",

author = "I.A. Ibragimov and N.V. Smorodina and M.M. Faddeev",

year = "2013",

doi = "10.1007/s10958-013-1161-8",

language = "English",

volume = "188",

pages = "700--716",

journal = "Journal of Mathematical Sciences",

issn = "1072-3374",

publisher = "Springer Nature",

number = "6",

}

RIS

TY - JOUR

T1 - Probabilistic approximation of solutions of the cauchy problem for some evolution equations

AU - Ibragimov, I.A.

AU - Smorodina, N.V.

AU - Faddeev, M.M.

PY - 2013

Y1 - 2013

N2 - 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.

AB - 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.

KW - random processes

KW - evolution equations

KW - limit theorems

KW - Feynman–Kac formula

U2 - 10.1007/s10958-013-1161-8

DO - 10.1007/s10958-013-1161-8

M3 - Article

VL - 188

SP - 700

EP - 716

JO - Journal of Mathematical Sciences

JF - Journal of Mathematical Sciences

SN - 1072-3374

IS - 6

ER -

ID: 7404366