Initial Boundary Value Problems in a Bounded Domain: Probabilistic Representations of Solutions and Limit Theorems. I

DOI10.1137/S0040585X97T988393OpenAlexW2777660564MaRDI QIDQ4602300

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

Publication date: 9 January 2018

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

Full work available at URL: https://doi.org/10.1137/s0040585x97t988393

zbMATH Keywords

initial boundary value problemsevolution equationslimit theoremsFeynman integralFeynman measure

Mathematics Subject Classification ID

Numerical analysis (65-XX) Partial differential equations (35-XX)

Related Items (5)

Initial Boundary Value Problems in a Bounded Domain: Probabilistic Representations of Solutions and Limit Theorems II ⋮ A construction of reflecting Lévy processes ⋮ Probabilistic representations for solutions to initial boundary value problems for non-stationary Schrödinger equation in \(d\)-hyperball ⋮ Reflecting Brownian motion in the \(d\)-ball ⋮ Reflecting Lévy Processes and Associated Families of Linear Operators

Cites Work

• A complex analogue of the central limit theorem and a probabilistic approximation of the Feynman integral
• A Probability Approach to the Heat Equation
• Local times on the boundary for multi-dimensional reflecting diffusion
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