The Probabilistic Approximation of the Dirichlet Initial Boundary Value Problem Solution for the Equation $\partial u/\partial t=(\sigma^2/2)/\Delta u$ With a Complex Parameter $\sigma$
Research output: Contribution to journal › Article
In the present paper we consider an initial boundary value problem for the equation $\partial u / \partial t = (\sigma^2/2)\Delta u$ where $\sigma$ is a complex parameter $Re \sigma^2\geq 0$ and construct the probabilistic approximation of the solution.
Original language
English
Pages (from-to)
391-414
Journal
Markov Processes and Related Fields
Volume
20
Issue number
3
State
Published - 2014
Research areas
Random processes, evolution equation, limit theorem, Feynman measure, initial boundary value problem
