Geodesic
Probabilistic representation for a solution of initial boundary value problem for a system of parabolic equations
Teoriâ veroâtnostej i ee primeneniâ, Tome 57 (2012) no. 4, pp. 800-809

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Probabilistic representation of the solution of an initial-boundary value problem for the system of parabolic equations is obtained. On the basis of probabilistic representation, a random process is defined and, on trajectories of the process, unbiased and $\varepsilon$-biased estimations of the solution are constructed.
Keywords: probabilities of transition; Markov chain; statistical modeling. 
@article{TVP_2012_57_4_a12,
     author = {G. M. Raimova},
     title = {Probabilistic representation for a solution of initial boundary value problem for a system of parabolic equations},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {800--809},
     publisher = {mathdoc},
     volume = {57},
     number = {4},
     year = {2012},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_2012_57_4_a12/}
}
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G. M. Raimova. Probabilistic representation for a solution of initial boundary value problem for a system of parabolic equations. Teoriâ veroâtnostej i ee primeneniâ, Tome 57 (2012) no. 4, pp. 800-809. http://geodesic.mathdoc.fr/item/TVP_2012_57_4_a12/