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

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)

Recommendations

• Initial boundary value problems in a bounded domain: probabilistic representations of solutions and limit theorems. I
• Probabilistic representations for solutions to initial boundary value problems for non-stationary Schrödinger equation in \(d\)-hyperball
• A probabilistic representation for the solution of a problem of mathematical physics
• Publication:3033073
• Probabilistic approach to boundary value problems for Schrödinger's equation

Cites work

• scientific article; zbMATH DE number 3158880 (Why is no real title available?)
• scientific article; zbMATH DE number 3819650 (Why is no real title available?)
• scientific article; zbMATH DE number 3780265 (Why is no real title available?)
• scientific article; zbMATH DE number 3206627 (Why is no real title available?)
• scientific article; zbMATH DE number 3264298 (Why is no real title available?)
• scientific article; zbMATH DE number 3342557 (Why is no real title available?)
• scientific article; zbMATH DE number 3193048 (Why is no real title available?)
• scientific article; zbMATH DE number 3197474 (Why is no real title available?)
• scientific article; zbMATH DE number 3107995 (Why is no real title available?)
• A Probability Approach to the Heat Equation
• A complex analogue of the central limit theorem and a probabilistic approximation of the Feynman integral
• 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 \(\sigma\)
• An introduction to stochastic differential equations with reflection
• Initial boundary value problems in a bounded domain: probabilistic representations of solutions and limit theorems. I
• Linear and quasilinear elliptic equations
• Local times on the boundary for multi-dimensional reflecting diffusion

Cited in

(7)

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

This page was built for publication: Initial boundary value problems in a bounded domain: probabilistic representations of solutions and limit theorems. II

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4580418)