Research output: Contribution to journal › Article
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 $\sigma$. / Ibragimov, I.A.; Smorodina, N.V.; Faddeev, M.M.
In: Markov Processes and Related Fields, Vol. 20, No. 3, 2014, p. 391-414.Research output: Contribution to journal › Article
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TY - JOUR
T1 - 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 $\sigma$
AU - Ibragimov, I.A.
AU - Smorodina, N.V.
AU - Faddeev, M.M.
PY - 2014
Y1 - 2014
N2 - 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.
AB - 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.
KW - Random processes
KW - evolution equation
KW - limit theorem
KW - Feynman measure
KW - initial boundary value problem
M3 - Article
VL - 20
SP - 391
EP - 414
JO - Markov Processes and Related Fields
JF - Markov Processes and Related Fields
SN - 1024-2953
IS - 3
ER -
ID: 5745040