Initial Boundary Value Problems in a Bounded Domain: Probabilistic Representations of Solutions and Limit Theorems II
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Publication:4580418
DOI10.1137/S0040585X97T98868XzbMath1406.35090OpenAlexW4231066196WikidataQ129395814 ScholiaQ129395814MaRDI QIDQ4580418
M. M. Faddeev, I. A. Ibragimov, Nataliya 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
Initial-boundary value problems for second-order parabolic equations (35K20) Integral representations of solutions to PDEs (35C15) Time-dependent Schrödinger equations and Dirac equations (35Q41)
Related Items (4)
A construction of reflecting Lévy processes ⋮ Probabilistic representations for solutions to initial boundary value problems for non-stationary Schrödinger equation in \(d\)-hyperball ⋮ Reflecting Brownian motion in the \(d\)-ball ⋮ Reflecting Lévy Processes and Associated Families of Linear Operators
Cites Work
- 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
- Linear and quasilinear elliptic equations
- A Probability Approach to the Heat Equation
- Initial Boundary Value Problems in a Bounded Domain: Probabilistic Representations of Solutions and Limit Theorems. I
- Local times on the boundary for multi-dimensional reflecting diffusion
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