On an approximation for the solutions of some evolution equations by the expectations of random walks functionals
From MaRDI portal
(Redirected from Publication:292337)
Recommendations
- 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
- Probabilistic approximation of solutions of the Cauchy problem for some evolution equations
- scientific article; zbMATH DE number 6692135
- Probabilistic approximation of the solution of the Cauchy problem for the higher-order Schrödinger equation
Cites work
Cited in
(8)- A probabilistic approximation of the evolution operator \(\operatorname{exp}(t(S\nabla,\nabla))\) with a complex matrix \(S\)
- Probabilistic approximation of the evolution operator \(e^{-itH}\) where \(H = \frac{( - 1)^m}{(2m)!} \frac{d^{2m}}{dx^{2m}}\)
- An approach to the pseudoprocess driven by the equation \(\frac{\partial}{\partial t}=-A\frac{\partial^3}{\partial x^3}\) by a random walk
- scientific article; zbMATH DE number 4003201 (Why is no real title available?)
- Approximation of the Evolution Operator by Expectations of Functionals of Sums of Independent Random Variables
- Simplest random walk for approximating Robin boundary value problems and ergodic limits of reflected diffusions
- Limit theorems for symmetric random walks and probabilistic approximation of the Cauchy problem solution for Schrödinger type evolution equations
- 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 \(\sigma\)
This page was built for publication: On an approximation for the solutions of some evolution equations by the expectations of random walks functionals
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q292337)
