M. V. Platonova, “A probabilistic approximation of the Cauchy problem solution for a certain class of evolution equations”, Zap. Nauchn. Sem. POMI, 2024, Volume 535,Pages <nobr>200

A probabilistic approximation of the Cauchy problem solution for a certain class of evolution equations

M. V. Platonova^ab

^a St. Petersburg Department of Steklov Mathematical Institute of Russian Academy of Sciences
^b Chebyshev Laboratory, St. Petersburg State University, Department of Mathematics and Mechanics

Abstract: We construct a probabilistic approximation of the Cauchy problem solution for an evolution equation containing a sixth-order differential operator with a variable coefficient on the right side by mathematical expectations of functionals of a random process.

Key words and phrases: evolution equation, Cauchy problem, limit theorem.

UDC: 519.2

Received: 18.10.2024