A limit theorem on the convergence of random walk functionals to a solution of the Cauchy problem for the equation \( \frac{\partial u}{\partial t}=\frac{\sigma^2}{2}\Delta u \) with complex \(\sigma\)
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Publication:906768
DOI10.1007/s10958-015-2301-0zbMath1376.60061OpenAlexW13610816MaRDI QIDQ906768
M. M. Faddeev, I. A. Ibragimov, Nataliya V. Smorodina
Publication date: 29 January 2016
Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10958-015-2301-0
Sums of independent random variables; random walks (60G50) Solutions to PDEs in closed form (35C05) Heat kernel (35K08)
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