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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2012 Volume 57, Issue 4, Pages 800–809 (Mi tvp4483)

Short Communications

Probabilistic representation for a solution of initial boundary value problem for a system of parabolic equations

G. M. Raimova

University of World Economy and Diplomacy of the Ministry of Foreign Affairs of the Republic of Uzbekistan

Abstract: Probabilistic representation of the solution of an initial-boundary value problem for the system of parabolic equations is obtained. On the basis of probabilistic representation, a random process is defined and, on trajectories of the process, unbiased and $\varepsilon$-biased estimations of the solution are constructed.

Keywords: probabilities of transition; Markov chain; statistical modeling.

MSC: 35C15,60H30,35K51

Received: 18.06.2009
Revised: 20.10.2012

DOI: 10.4213/tvp4483


 English version:
Theory of Probability and its Applications, 2013, 57:4, 688–697

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