I. A. Ibragimov, N. V. Smorodina, M. M. Faddeev, “Initial-boundary value problems in a bounded domain: probabilistic representations of solutions and limit theorems. I”, Teor. Veroyatnost. i Primenen., 2016, Volume 61, Issue 4,Pages <nobr>733

This article is cited in 6 papers

Initial-boundary value problems in a bounded domain: probabilistic representations of solutions and limit theorems. I

I. A. Ibragimov^ab, N. V. Smorodina^a, M. M. Faddeev^a

^a Saint Petersburg State University
^b St. Petersburg Department of Steklov Mathematical Institute of Russian Academy of Sciences

Abstract: In this paper, we construct a new method of probabilistic representation of a solution of initial boundary value problems for series of evolution equations in a circle based on constructing a special continuation of an initial function from the circle to the whole plane.

Keywords: initial boundary value problems, evolution equations, limit theorems, Feynman integral, Feynman measure.

Received: 14.01.2016

DOI: 10.4213/tvp5085