On a Probabilistic Method of Solving a One-Dimensional Initial-Boundary Value Problem

DOI10.1137/S0040585X97986503zbMath1318.60071OpenAlexW2074984205MaRDI QIDQ2877882

M. M. Faddeev, I. A. Ibragimov, Nataliya V. Smorodina

Publication date: 27 August 2014

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

Full work available at URL: https://doi.org/10.1137/s0040585x97986503

zbMATH Keywords

initial-boundary value problemevolution equationrandom processesFeynman-Kac formulalimit theoremsFeynman integralFeynman measure

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Representations of solutions to partial differential equations (35C99)

Related Items (2)

Limit theorems for symmetric random walks and probabilistic approximation of the Cauchy problem solution for Schrödinger type evolution equations ⋮ Limit Theorems on Convergence of Expectations of Functionals of Sums of Independent Random Variables to Solutions of Initial-Boundary Value Problems

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