Initial boundary value problems in a bounded domain: probabilistic representations of solutions and limit theorems. II

DOI10.1137/S0040585X97T98868XMaRDI QIDQ4580418zbMATH OpenOpenAlexWikidataFDO

Authors I. A. Ibragimov, M. M. Faddeev, N. V. Smorodina

Publication date 15 August 2018

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0040585x97t98868x

zbMATH Keywords

Feynman integralFeynman measurelimit theoremSkorokhod problemWiener process

Mathematics Subject Classification ID

Integral representations of solutions to PDEs (35C15) Initial-boundary value problems for second-order parabolic equations (35K20) Time-dependent Schrödinger equations and Dirac equations (35Q41)

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Cited in

(7)

• Probabilistic representations for solutions to initial boundary value problems for non-stationary Schrödinger equation in \(d\)-hyperball
• Reflecting Brownian motion in the \(d\)-ball
• A construction of reflecting Lévy processes
• scientific article; zbMATH DE number 721916 (Why is no real title available?)
• Initial boundary value problems in a bounded domain: probabilistic representations of solutions and limit theorems. I
• On I-Rigid and q-Rigid Rings
• Reflecting Lévy Processes and Associated Families of Linear Operators

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