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
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)
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Cites Work
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