Probabilistic approximation of solutions of the Cauchy problem for some evolution equations

DOI10.1007/s10958-013-1161-8zbMath1279.60085OpenAlexW1982060050MaRDI QIDQ357241

I. A. Ibragimov, M. M. Faddeev, Nataliya V. Smorodina

Publication date: 30 July 2013

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-013-1161-8

zbMATH Keywords

Cauchy problemevolution equationsgeneralized functionsprocesses with independent incrementsprocesses with quadratic variation

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Initial-boundary value problems for second-order parabolic equations (35K20) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Related Items (6)

Nonprobabilistic infinitely divisible distributions: the Lévy-Khinchin representation, limit theorems ⋮ On an approximation for the solutions of some evolution equations by the expectations of random walks functionals ⋮ First exit time from a bounded interval for pseudo-processes driven by the equation \(\partial /\partial t=(-1)^{N-1}\partial ^{2N}/\partial x^{2N}\) ⋮ Probabilistic Approximation of the Solution of the Cauchy Problem for the Higher-Order Schrödinger Equation ⋮ Probabilistic approximation of the evolution operator \(e^{-itH}\) where \(H = \frac{( - 1)^m}{(2m)!} \frac{d^{2m}}{dx^{2m}}\) ⋮ Limit theorems for symmetric random walks and probabilistic approximation of the Cauchy problem solution for Schrödinger type evolution equations

Cites Work

• The Lévy-Khinchin representation of the one class of signed stable measures and some its applications
• Sur une résolution stochastique de l'équation de Schrödinger à coefficients analytiques
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