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

DOI10.1137/S0040585X97T98868XzbMATH Open1406.35090OpenAlexW4231066196WikidataQ129395814 ScholiaQ129395814MaRDI QIDQ4580418FDOQ4580418

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

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

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zbMATH Keywords

Wiener processlimit theoremSkorokhod problemFeynman integralFeynman measure

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)

Cites Work

• Linear and quasilinear elliptic equations
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• Local times on the boundary for multi-dimensional reflecting diffusion
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• A Probability Approach to the Heat Equation
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• 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 \(\sigma\)
• A complex analogue of the central limit theorem and a probabilistic approximation of the Feynman integral
• Initial Boundary Value Problems in a Bounded Domain: Probabilistic Representations of Solutions and Limit Theorems. I

Cited In (6)

• A construction of reflecting Lévy processes
• On I-Rigid and q-Rigid Rings
• Probabilistic representations for solutions to initial boundary value problems for non-stationary Schrödinger equation in \(d\)-hyperball
• Title not available (Why is that?)
• Reflecting Brownian motion in the \(d\)-ball
• Reflecting Lévy Processes and Associated Families of Linear Operators

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