On a Probabilistic Method of Solving a One-Dimensional Initial-Boundary Value Problem (Q2877882)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On a Probabilistic Method of Solving a One-Dimensional Initial-Boundary Value Problem |
scientific article |
Statements
On a Probabilistic Method of Solving a One-Dimensional Initial-Boundary Value Problem (English)
0 references
27 August 2014
0 references
random processes
0 references
evolution equation
0 references
initial-boundary value problem
0 references
limit theorems
0 references
Feynman-Kac formula
0 references
Feynman integral
0 references
Feynman measure
0 references