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
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| 024 | 7 | 0 | |a 10.1007/s10958-015-2301-0 |2 doi |
| 035 | |a (NATIONALLICENCE)springer-10.1007/s10958-015-2301-0 | ||
| 245 | 0 | 2 | |a A Limit Theorem on the Convergence of Random Walk Functionals to a Solution of the Cauchy Problem for the Equation ∂ u ∂ t |h [Elektronische Daten] |b σ 2 2 Δ u $$ \frac{\partial u}{\partial t}=\frac{\sigma^2}{2}\varDelta u $$ with Complex σ |c [I. Ibragimov, N. Smorodina, M. Faddeev] |
| 520 | 3 | |a The paper is devoted to some problems associated with a probabilistic representation and probabilistic approximation of the Cauchy problem solution for the family of equations ∂ u ∂ t = σ 2 2 Δ u $$ \frac{\partial u}{\partial t}=\frac{\sigma^2}{2}\varDelta u $$ with a complex parameter σ such that Re σ2 ≥ 0. The above family includes as a particular case both the heat equation (Im σ = 0) and the Schrödinger equation (Re σ2 = 0). | |
| 540 | |a Springer Science+Business Media New York, 2015 | ||
| 700 | 1 | |a Ibragimov |D I. |u St. Petersburg Department of the Steklov Mathematical Institute, St. Petersburg State University, St. Petersburg, Russia |4 aut | |
| 700 | 1 | |a Smorodina |D N. |u St. Petersburg State University, St. Petersburg, Russia |4 aut | |
| 700 | 1 | |a Faddeev |D M. |u St. Petersburg State University, St. Petersburg, Russia |4 aut | |
| 773 | 0 | |t Journal of Mathematical Sciences |d Springer US; http://www.springer-ny.com |g 206/2(2015-04-01), 171-180 |x 1072-3374 |q 206:2<171 |1 2015 |2 206 |o 10958 | |
| 856 | 4 | 0 | |u https://doi.org/10.1007/s10958-015-2301-0 |q text/html |z Onlinezugriff via DOI |
| 898 | |a BK010053 |b XK010053 |c XK010000 | ||
| 900 | 7 | |a Metadata rights reserved |b Springer special CC-BY-NC licence |2 nationallicence | |
| 908 | |D 1 |a research-article |2 jats | ||
| 949 | |B NATIONALLICENCE |F NATIONALLICENCE |b NL-springer | ||
| 950 | |B NATIONALLICENCE |P 856 |E 40 |u https://doi.org/10.1007/s10958-015-2301-0 |q text/html |z Onlinezugriff via DOI | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Ibragimov |D I. |u St. Petersburg Department of the Steklov Mathematical Institute, St. Petersburg State University, St. Petersburg, Russia |4 aut | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Smorodina |D N. |u St. Petersburg State University, St. Petersburg, Russia |4 aut | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Faddeev |D M. |u St. Petersburg State University, St. Petersburg, Russia |4 aut | ||
| 950 | |B NATIONALLICENCE |P 773 |E 0- |t Journal of Mathematical Sciences |d Springer US; http://www.springer-ny.com |g 206/2(2015-04-01), 171-180 |x 1072-3374 |q 206:2<171 |1 2015 |2 206 |o 10958 | ||