On an approximation for the solutions of some evolution equations by the expectations of random walks functionals
DOI10.1007/S10958-016-2800-7zbMATH Open1342.35070OpenAlexW2330776613MaRDI QIDQ292337FDOQ292337
Authors: Sergei V. Tsykin 
Publication date: 8 June 2016
Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10958-016-2800-7
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Cites Work
Cited In (8)
- Probabilistic approximation of the evolution operator \(e^{-itH}\) where \(H = \frac{( - 1)^m}{(2m)!} \frac{d^{2m}}{dx^{2m}}\)
- Title not available (Why is that?)
- 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 \(\sigma\)
- Limit theorems for symmetric random walks and probabilistic approximation of the Cauchy problem solution for Schrödinger type evolution equations
- Simplest random walk for approximating Robin boundary value problems and ergodic limits of reflected diffusions
- A probabilistic approximation of the evolution operator \(\operatorname{exp}(t(S\nabla,\nabla))\) with a complex matrix \(S\)
- An approach to the pseudoprocess driven by the equation \(\frac{\partial}{\partial t}=-A\frac{\partial^3}{\partial x^3}\) by a random walk
- Approximation of the Evolution Operator by Expectations of Functionals of Sums of Independent Random Variables
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