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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 изданияхстатьяРецензирование

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@article{86b34196d11943a2a05ee2e2902dcfcc,
title = "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.",
abstract = "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 Schr{\"o}dinger equation (Re σ2 = 0).",
author = "I.A. Ibragimov and N.V. Smorodina and M.M. Faddeev",
year = "2015",
doi = "10.1007/s10958-015-2301-0",
language = "English",
volume = "206",
pages = "171--180",
journal = "Journal of Mathematical Sciences",
issn = "1072-3374",
publisher = "Springer Nature",
number = "2",

}

RIS

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