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Teoriya Veroyatnostei i ee Primeneniya, 2016, Volume 61, Issue 4, Pages 733–752
DOI: https://doi.org/10.4213/tvp5085 (Mi tvp5085) 		 
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
Full-text PDF (305 kB) Citations (6)
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DOI: https://doi.org/10.4213/tvp5085
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.
Funding agency Grant number
Russian Foundation for Basic Research 16-01-00258
15-01-01453
16-01-00443
Saint Petersburg State University 11.38.263.2014
Received: 14.01.2016
English version:
Theory of Probability and its Applications, 2017, Volume 61, Issue 4, Pages 632–648
DOI: https://doi.org/10.1137/S0040585X97T988393
Bibliographic databases:
Document Type: Article
Language: Russian
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
Citation in format AMSBIB
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  • https://www.mathnet.ru/eng/tvp/v61/i4/p733
    Cycle of papers
    This publication is cited in the following 6 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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