scientific article; zbMATH DE number 6346528

MaRDI QIDQ3190958zbMATH OpenFDO

Authors M. M. Faddeev, S. Albeverio, N. V. Smorodina

Publication date 19 September 2014

Full work available at URL http://gsajournal.yolasite.com/resources/1.pdf

zbMATH Keywords

evolution equationlimit theoremsPoisson random measurespseudo-differential operator

Mathematics Subject Classification ID

Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Random measures (60G57) Stochastic integrals (60H05)

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• First exit time from a bounded interval for pseudo-processes driven by the equation \(\partial /\partial t=(-1)^{N-1}\partial ^{2N}/\partial x^{2N}\)
• 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 \(\sigma\)

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