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Teoriya Veroyatnostei i ee Primeneniya, 2013, Volume 58, Issue 2, Pages 255–281
DOI: https://doi.org/10.4213/tvp4506 (Mi tvp4506) 		 
This article is cited in 4 scientific papers (total in 4 papers)

On a probabilistic method of solving a one-dimensional initial-boundary value problem

I. A. Ibragimova, N. V. Smorodinab, M. M. Faddeevb

a St. Petersburg Department of V. A. Steklov Institute of Mathematics of the Russian Academy of Sciences
b St. Petersburg State University, Department of Mathematics and Mechanics
Full-text PDF (272 kB) Citations (4)
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DOI: https://doi.org/10.4213/tvp4506
Abstract: We obtain an analogue of probabilistic representation of a solution of an initial-boundary value problem for the equation $\partial u/\partial t+(\sigma^2/2)\partial^2u/\partial x^2+f(x)u=0$, where $\sigma$ is a complex number.
Keywords: random processes; evolution equation; limit theorems; Feynman–Kac formula; Feynman integral; Feynman measure.
Received: 01.11.2012
English version:
Theory of Probability and its Applications, 2014, Volume 58, Issue 2, Pages 242–263
DOI: https://doi.org/10.1137/S0040585X97986503
Bibliographic databases:
Document Type: Article
MSC: 60
Language: Russian
Citation: I. A. Ibragimov, N. V. Smorodina, M. M. Faddeev, “On a probabilistic method of solving a one-dimensional initial-boundary value problem”, Teor. Veroyatnost. i Primenen., 58:2 (2013), 255–281; Theory Probab. Appl., 58:2 (2014), 242–263
Citation in format AMSBIB
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  • https://doi.org/10.4213/tvp4506
  • https://www.mathnet.ru/eng/tvp/v58/i2/p255
    • This publication is cited in the following 4 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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