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

DOI10.1137/S0040585X97986503zbMATH Open1318.60071OpenAlexW2074984205MaRDI QIDQ2877882FDOQ2877882

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)

• Title not available (Why is that?)
• Title not available (Why is that?)
• 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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