Initial Boundary Value Problems in a Bounded Domain: Probabilistic Representations of Solutions and Limit Theorems II (Q4580418): Difference between revisions

Latest revision as of 00:30, 14 September 2024

scientific article; zbMATH DE number 6918571

Language	Label	Description	Also known as
English	Initial Boundary Value Problems in a Bounded Domain: Probabilistic Representations of Solutions and Limit Theorems II	scientific article; zbMATH DE number 6918571

Statements

instance of

scholarly article

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title

Initial Boundary Value Problems in a Bounded Domain: Probabilistic Representations of Solutions and Limit Theorems II (English)

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author

I. A. Ibragimov

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M. M. Faddeev

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Nataliya V. Smorodina

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published in

Theory of Probability & Its Applications

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publication date

15 August 2018

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zbMATH Keywords

limit theorem

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Skorokhod problem

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Feynman integral

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Feynman measure

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Wiener process

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MaRDI profile type

MaRDI publication profile

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A Probability Approach to the Heat Equation

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A limit theorem on the convergence of random walk functionals to a solution of the Cauchy problem for the equation \( \frac{\partial u}{\partial t}=\frac{\sigma^2}{2}\Delta u \) with complex \(\sigma\)

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A complex analogue of the central limit theorem and a probabilistic approximation of the Feynman integral

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Initial Boundary Value Problems in a Bounded Domain: Probabilistic Representations of Solutions and Limit Theorems. I

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Q5332526

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Linear and quasilinear elliptic equations

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Local times on the boundary for multi-dimensional reflecting diffusion

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Q3276772

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Q3666783

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full work available at URL

https://doi.org/10.1137/s0040585x97t98868x

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Identifiers

zbMATH Open document ID

1406.35090

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DOI

10.1137/S0040585X97T98868X

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

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