Abstract:
In our paper we construct an analogy of a probabilistic representation of the Cauchy problem solution of the equation $\frac{\partial u}{\partial t}+\frac{\sigma^2}2\frac{\partial^2u}{\partial x^2}+f(x)u=0$, where $\sigma$ is a complex number.
Key words and phrases:random processes, evolution equations, limit theorems, Feynman–Kac formula.