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

DOI10.1007/s10958-016-2800-7zbMath1342.35070OpenAlexW2330776613MaRDI QIDQ292337

Sergei V. Tsykin

Publication date: 8 June 2016

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-016-2800-7

zbMATH Keywords

probabilistic approximationprobabilistic representation

Mathematics Subject Classification ID

Heat equation (35K05) PDEs with randomness, stochastic partial differential equations (35R60) Initial value problems for linear higher-order PDEs (35G10) Time-dependent Schrödinger equations and Dirac equations (35Q41)

Cites Work

• Probabilistic approximation of solutions of the Cauchy problem for some evolution equations
• The Lévy-Khinchin representation of the one class of signed stable measures and some its applications
• Unnamed Item