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

DOI10.1137/S0040585X97T987053MaRDI QIDQ5255336zbMATH OpenOpenAlexFDO

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

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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• From Brownian Motion to Schrödinger’s Equation
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• An unexpected limit of expected values
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• Limit theorems on convergence to generalized Cauchy type processes

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