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A Limit Theorem on the Convergence of Random Walk Functionals to a Solution of the Cauchy Problem for the Equation ∂u∂t=σ22Δu with Complex σ. / Ibragimov, I.A.; Smorodina, N.V.; Faddeev, M.M.
в: Journal of Mathematical Sciences, Том 206, № 2, 2015, стр. 171-180.Результаты исследований: Научные публикации в периодических изданиях › статья › Рецензирование
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TY - JOUR
T1 - A Limit Theorem on the Convergence of Random Walk Functionals to a Solution of the Cauchy Problem for the Equation ∂u∂t=σ22Δu with Complex σ.
AU - Ibragimov, I.A.
AU - Smorodina, N.V.
AU - Faddeev, M.M.
PY - 2015
Y1 - 2015
N2 - The paper is devoted to some problems associated with a probabilistic representation and probabilistic approximation of the Cauchy problem solution for the family of equations ∂u∂t=σ22Δu with a complex parameter σ such that Re σ2 ≥ 0. The above family includes as a particular case both the heat equation (Im σ = 0) and the Schrödinger equation (Re σ2 = 0).
AB - The paper is devoted to some problems associated with a probabilistic representation and probabilistic approximation of the Cauchy problem solution for the family of equations ∂u∂t=σ22Δu with a complex parameter σ such that Re σ2 ≥ 0. The above family includes as a particular case both the heat equation (Im σ = 0) and the Schrödinger equation (Re σ2 = 0).
U2 - 10.1007/s10958-015-2301-0
DO - 10.1007/s10958-015-2301-0
M3 - Article
VL - 206
SP - 171
EP - 180
JO - Journal of Mathematical Sciences
JF - Journal of Mathematical Sciences
SN - 1072-3374
IS - 2
ER -
ID: 5790661