Limit theorems for symmetric random walks and probabilistic approximation of the Cauchy problem solution for Schrödinger type evolution equations
DOI10.1016/J.SPA.2015.07.005zbMATH Open1336.60132OpenAlexW901784735MaRDI QIDQ744971FDOQ744971
M. M. Faddeev, N. V. Smorodina, I. A. Ibragimov
Publication date: 12 October 2015
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2015.07.005
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Cited In (4)
- Estimates for functionals of solutions to higher-order heat-type equations with random initial conditions
- Random flights connecting porous medium and Euler–Poisson–Darboux equations
- Pseudoprocesses related to higher-order equations of vibrations of rods
- 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 \(\sigma\)
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