Probabilistic approximation of solutions of the Cauchy problem for some evolution equations
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Publication:357241
DOI10.1007/s10958-013-1161-8zbMath1279.60085OpenAlexW1982060050MaRDI QIDQ357241
I. A. Ibragimov, M. M. Faddeev, Nataliya V. Smorodina
Publication date: 30 July 2013
Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10958-013-1161-8
Cauchy problemevolution equationsgeneralized functionsprocesses with independent incrementsprocesses with quadratic variation
Processes with independent increments; Lévy processes (60G51) Initial-boundary value problems for second-order parabolic equations (35K20) Applications of stochastic analysis (to PDEs, etc.) (60H30)
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