Probabilistic approximation of solutions of the cauchy problem for some evolution equations

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

Reference7 articles.

1. N V. Smorodina and M. M. Faddeev, “Probabilistic representation of solutions for a class of evolution equations.” Zap. Nauchn. Semin. POMI, 384, 238–266 (2010).

2. A. D. Ventzel, Course of Theory of Random Processes [in Russian], Moscow (1975).

3. H. Doss, “Sur une résolution stochastique de l’equation de Schrödinger à coefficients analytiques,” Commun. Math. Phys., 73, 247–264 (1980).

4. I. M. Gelfand and G. E. Shilov, Generalized Functions. Properties and Operations [in Russian]. Moscow (1958).

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

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