On a probabilistic method of solving a one-dimensional initial-boundary value problem

DOI10.1137/S0040585X97986503MaRDI QIDQ2877882zbMATH OpenOpenAlexFDO

Authors I. A. Ibragimov, M. M. Faddeev, N. V. Smorodina

Publication date 27 August 2014

Published in Theory of Probability and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0040585x97986503

zbMATH Keywords

evolution equationFeynman-Kac formulainitial-boundary value problemlimit theoremsrandom processesFeynman integralFeynman measure

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Representations of solutions to partial differential equations (35C99)

Cited in

(4)

• scientific article; zbMATH DE number 6390865 (Why is no real title available?)
• scientific article; zbMATH DE number 1475268 (Why is no real title available?)
• Limit theorems on convergence of expectations of functionals of sums of independent random variables to solutions of initial-boundary value problems
• Limit theorems for symmetric random walks and probabilistic approximation of the Cauchy problem solution for Schrödinger type evolution equations

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