DOI

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 оригиналаанглийский
Страницы (с-по)356-372
Число страниц17
ЖурналTheory of Probability and its Applications
Том62
Номер выпуска3
DOI
СостояниеОпубликовано - 1 янв 2018

    Предметные области Scopus

  • Теория вероятности и статистика
  • Статистика, теория вероятности и теория неопределенности

ID: 35401281