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Teoriya Veroyatnostei i ee Primeneniya, 2012, Volume 57, Issue 4, Pages 800–809
DOI: https://doi.org/10.4213/tvp4483 (Mi tvp4483) 		 
Short Communications

Probabilistic representation for a solution of initial boundary value problem for a system of parabolic equations

G. M. Raimova

University of World Economy and Diplomacy of the Ministry of Foreign Affairs of the Republic of Uzbekistan
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DOI: https://doi.org/10.4213/tvp4483
Abstract: Probabilistic representation of the solution of an initial-boundary value problem for the system of parabolic equations is obtained. On the basis of probabilistic representation, a random process is defined and, on trajectories of the process, unbiased and $\varepsilon$-biased estimations of the solution are constructed.
Keywords: probabilities of transition; Markov chain; statistical modeling.
Received: 18.06.2009
Revised: 20.10.2012
English version:
Theory of Probability and its Applications, 2013, Volume 57, Issue 4, Pages 688–697
DOI: https://doi.org/10.1137/S0040585X97986291
Bibliographic databases:
Document Type: Article
MSC: 35C15,60H30,35K51
Language: Russian
Citation: G. M. Raimova, “Probabilistic representation for a solution of initial boundary value problem for a system of parabolic equations”, Teor. Veroyatnost. i Primenen., 57:4 (2012), 800–809; Theory Probab. Appl., 57:4 (2013), 688–697
Citation in format AMSBIB
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