کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1156410 958828 2015 18 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Limit theorems for symmetric random walks and probabilistic approximation of the Cauchy problem solution for Schrödinger type evolution equations
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
Limit theorems for symmetric random walks and probabilistic approximation of the Cauchy problem solution for Schrödinger type evolution equations
چکیده انگلیسی
In the present paper we discuss a possibility to construct both a probabilistic representation and a probabilistic approximation of the Cauchy problem solution for an equation ∂u∂t=σ22Δu+V(x)u, where σ is a complex parameter such that Reσ2⩾0. This equation coincides with the heat equation when Imσ2=0 and with the Schrödinger equation when σ2=iS where S is a positive number.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 125, Issue 12, December 2015, Pages 4455-4472
نویسندگان
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