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Zapiski Nauchnykh Seminarov POMI, 2014, Volume 431, Pages 242–252 (Mi znsl6105)  

On the approximation of the solutions of some evolution equations by the expectations of functionals of random walks

S. V. Tsykin

St. Petersburg State University, St. Petersburg, Russia
References:
Abstract: We consider some problems associated with a probabilistic representation and a probabilistic approximation of the Cauchy problem solution for the family of equations $\frac{\partial u}{\partial t}=\frac{\sigma^2}2\Delta u$ with a complex parameter $\sigma$ such that $\operatorname{Re}\sigma^2\geqslant0$. This equation coincides with the heat equation when $\operatorname{Im}\sigma=0$ and with the Schrödinger equation when $\operatorname{Re}\sigma^2=0$.
Key words and phrases: limit theorem, Schrödinger equation, Feynman measure, random walk, evolution equation.
Received: 20.10.2014
English version:
Journal of Mathematical Sciences (New York), 2016, Volume 214, Issue 4, Pages 584–591
DOI: https://doi.org/10.1007/s10958-016-2800-7
Bibliographic databases:
Document Type: Article
UDC: 519.21
Language: Russian
Citation: S. V. Tsykin, “On the approximation of the solutions of some evolution equations by the expectations of functionals of random walks”, Probability and statistics. Part 21, Zap. Nauchn. Sem. POMI, 431, POMI, St. Petersburg, 2014, 242–252; J. Math. Sci. (N. Y.), 214:4 (2016), 584–591
Citation in format AMSBIB
\Bibitem{Tsy14}
\by S.~V.~Tsykin
\paper On the approximation of the solutions of some evolution equations by the expectations of functionals of random walks
\inbook Probability and statistics. Part~21
\serial Zap. Nauchn. Sem. POMI
\yr 2014
\vol 431
\pages 242--252
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl6105}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=3488647}
\transl
\jour J. Math. Sci. (N. Y.)
\yr 2016
\vol 214
\issue 4
\pages 584--591
\crossref{https://doi.org/10.1007/s10958-016-2800-7}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-84961165839}
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  • https://www.mathnet.ru/eng/znsl/v431/p242
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