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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.

в: Markov Processes and Related Fields, Том 20, № 3, 2014, стр. 391-414.

Результаты исследований: Научные публикации в периодических изданияхстатья

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@article{0236845685fb465a965b08701f1e34e8,
title = "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 $\sigma$",
abstract = "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.",
keywords = "Random processes, evolution equation, limit theorem, Feynman measure, initial boundary value problem",
author = "I.A. Ibragimov and N.V. Smorodina and M.M. Faddeev",
year = "2014",
language = "English",
volume = "20",
pages = "391--414",
journal = "Markov Processes and Related Fields",
issn = "1024-2953",
publisher = "Polymat",
number = "3",

}

RIS

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