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This article is cited in 6 scientific papers (total in 6 papers)
Initial-boundary value problems in a bounded domain: probabilistic representations of solutions and limit theorems. I
I. A. Ibragimovab, N. V. Smorodinaa, M. M. Faddeeva a Saint Petersburg State University
b St. Petersburg Department of Steklov Mathematical Institute of Russian Academy of Sciences
Abstract:
In this paper, we construct a new method of probabilistic representation of a solution of initial boundary value problems for series of evolution equations in a circle based on constructing a special continuation of an initial function from the circle to the whole plane.
Keywords:
initial boundary value problems, evolution equations, limit theorems, Feynman integral, Feynman measure.
Received: 14.01.2016
Citation:
I. A. Ibragimov, N. V. Smorodina, M. M. Faddeev, “Initial-boundary value problems in a bounded domain: probabilistic representations of solutions and limit theorems. I”, Teor. Veroyatnost. i Primenen., 61:4 (2016), 733–752; Theory Probab. Appl., 61:4 (2017), 632–648
Linking options:
https://www.mathnet.ru/eng/tvp5085https://doi.org/10.4213/tvp5085 https://www.mathnet.ru/eng/tvp/v61/i4/p733
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Abstract page: | 521 | Full-text PDF : | 82 | References: | 79 | First page: | 26 |
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