A Limit Theorem on the Convergence of Random Walk Functionals to a Solution of the Cauchy Problem for the Equation ∂ u ∂ t = σ 2 2 Δ u $$ \frac{\partial u}{\partial t}=\frac{\sigma^2}{2}\varDelta u $$ with Complex σ-Reference-Cited by-同舟云学术

A Limit Theorem on the Convergence of Random Walk Functionals to a Solution of the Cauchy Problem for the Equation ∂ u ∂ t = σ 2 2 Δ u $$ \frac{\partial u}{\partial t}=\frac{\sigma^2}{2}\varDelta u $$ with Complex σ

Published:2015-03-05 Issue:2 Volume:206 Page:171-180
ISSN:1072-3374
Container-title:Journal of Mathematical Sciences
language:en
Short-container-title:J Math Sci

Author:

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

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,General Mathematics,Statistics and Probability

Link

http://link.springer.com/content/pdf/10.1007/s10958-015-2301-0.pdf

Reference10 articles.

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2. Yu. L. Daletskii and S. V. Fomin, Measures and Differential Equations in Functional Spaces [in Russian], Moscow (1983)

3. J. Glimm and A. Jaffe, Quantum Physics. A Functional Integral Point of View [Russian translation], Moscow (1984).

4. M. Reed and B. Simon, Methods of Modern Mathematical Physics, Vol. 2 [Russian translation], Moscow (1978).

5. S. Albeverio, R. Hoegh-Krohn, and S. Mazzucchi, Mathematical Theory of Feynman Path Integrals, 2nd ed., LNP 523, Springer (2008).

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