Limit theorems for symmetric random walks and probabilistic approximation of the Cauchy problem solution for Schrödinger type evolution equations

DOI10.1016/j.spa.2015.07.005zbMath1336.60132OpenAlexW901784735MaRDI QIDQ744971

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

Publication date: 12 October 2015

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2015.07.005

zbMATH Keywords

random walksSchrödinger equationlimit theoremsFeynman measure

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Heat equation (35K05) Applications of stochastic analysis (to PDEs, etc.) (60H30) Schrödinger operator, Schrödinger equation (35J10) Limit theorems in probability theory (60F99)

Related Items (3)

Pseudoprocesses related to higher-order equations of vibrations of rods ⋮ Random flights connecting porous medium and Euler–Poisson–Darboux equations ⋮ Estimates for functionals of solutions to higher-order heat-type equations with random initial conditions

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