Probabilistic Representation of the Solution of the Initial-Boundary Value Problem for the System of Parabolic Equations

DOI10.1137/S0040585X97986291zbMath1286.35066OpenAlexW2050594063MaRDI QIDQ2874147

G. M. Raimova

Publication date: 28 January 2014

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97986291

zbMATH Keywords

Markov chainstatistical modelingprobabilities of transition

Mathematics Subject Classification ID

Integral representations of solutions to PDEs (35C15) Applications of stochastic analysis (to PDEs, etc.) (60H30) Initial-boundary value problems for second-order parabolic systems (35K51)

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