Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1156410 | Stochastic Processes and their Applications | 2015 | 18 Pages |
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 âuât=Ï22Îu+V(x)u, where Ï is a complex parameter such that ReÏ2⩾0. This equation coincides with the heat equation when ImÏ2=0 and with the Schrödinger equation when Ï2=iS where S is a positive number.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
I.A. Ibragimov, N.V. Smorodina, M.M. Faddeev,