Результаты исследований: Научные публикации в периодических изданиях › статья › Рецензирование
The paper puts forward a new method of construction of a probabilistic representation of solutions to initial-boundary value problems for a number of evolution equations (in particular, for the Schrödinger equation) in a bounded subdomain of ℝ2 with smooth boundary. Our method is based on the construction of a special extension of the initial function from the domain to the entire plane. For problems with Neumann boundary condition, this method produces a new approach to the construction of a Wiener process “reflected from the boundary,” which was first introduced by A. V. Skorokhod.
| Язык оригинала | английский |
|---|---|
| Страницы (с-по) | 356-372 |
| Число страниц | 17 |
| Журнал | Theory of Probability and its Applications |
| Том | 62 |
| Номер выпуска | 3 |
| DOI | |
| Состояние | Опубликовано - 1 янв 2018 |
ID: 35401281