A limit theorem on the convergence of random walk functionals to a solution of the Cauchy problem for the equation u t=^22 u with complex
DOI10.1007/S10958-015-2301-0zbMATH Open1376.60061OpenAlexW13610816MaRDI QIDQ906768FDOQ906768
Authors: I. A. Ibragimov, N. V. Smorodina, M. M. Faddeev 
Publication date: 29 January 2016
Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10958-015-2301-0
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Cauchy problem[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=Schr%EF%BF%BD%EF%BF%BDdinger+equation&go=Go Schr��dinger equation]
Sums of independent random variables; random walks (60G50) Solutions to PDEs in closed form (35C05) Heat kernel (35K08)
Cites Work
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Cited In (11)
- Random flights connecting porous medium and Euler–Poisson–Darboux equations
- On an approximation for the solutions of some evolution equations by the expectations of random walks functionals
- Limit theorems on convergence of expectations of functionals of sums of independent random variables to solutions of initial-boundary value problems
- Limit theorems for symmetric random walks and probabilistic approximation of the Cauchy problem solution for Schrödinger type evolution equations
- Limit theorems on convergence to generalized Cauchy type processes
- Continuous time random walks and the Cauchy problem for the heat equation
- Probabilistic representations for solutions to initial boundary value problems for non-stationary Schrödinger equation in \(d\)-hyperball
- Reflecting Brownian motion in the \(d\)-ball
- Initial boundary value problems in a bounded domain: probabilistic representations of solutions and limit theorems. II
- A probabilistic approximation of the evolution operator \(\operatorname{exp}(t(S\nabla,\nabla))\) with a complex matrix \(S\)
- An approach to the pseudoprocess driven by the equation \(\frac{\partial}{\partial t}=-A\frac{\partial^3}{\partial x^3}\) by a random walk
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