Limit theorems on convergence of expectations of functionals of sums of independent random variables to solutions of initial-boundary value problems

DOI10.1137/S0040585X97T987053OpenAlexW582101061MaRDI QIDQ5255336FDOQ5255336

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

Publication date: 15 June 2015

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

Full work available at URL: https://doi.org/10.1137/s0040585x97t987053

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zbMATH Keywords

initial-boundary value problemlimit theoremsFeynman measurepseudoprocess

Mathematics Subject Classification ID

Probability theory and stochastic processes (60-XX) Partial differential equations (35-XX)

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Cited In (3)

• Integral Limit Theorems for Nonlinear Boundary Crossing Time by Sums of Independent Variables
• An unexpected limit of expected values
• Limit theorems on convergence to generalized Cauchy type processes

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