Limit Theorems on Convergence of Expectations of Functionals of Sums of Independent Random Variables to Solutions of Initial-Boundary Value Problems

DOI10.1137/S0040585X97T987053OpenAlexW582101061MaRDI QIDQ5255336

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

Publication date: 15 June 2015

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

Full work available at URL: https://doi.org/10.1137/s0040585x97t987053

zbMATH Keywords

initial-boundary value problemlimit theoremsFeynman measurepseudoprocess

Mathematics Subject Classification ID

Partial differential equations (35-XX) Probability theory and stochastic processes (60-XX)

Cites Work

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