Article ID Journal Published Year Pages File Type
1156410 Stochastic Processes and their Applications 2015 18 Pages PDF
Abstract
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.
Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
Authors
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