A probabilistic approximation of the evolution operator $\exp(t(S\nabla,\nabla))$ with a complex matrix $S$
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 26, Tome 466 (2017), pp. 134-144
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We consider some problems concerning a probabilistic interpretation of the Cauchy problem solution for the equation $\frac{\partial u}{\partial t}=\frac12(S\nabla,\nabla)u$, where $S$ is a symmetric complex matrix such that $\operatorname{Re}S\ge0$.
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I. A. Ibragimov; N. V. Smorodina; M. M. Faddeev. A probabilistic approximation of the evolution operator $\exp(t(S\nabla,\nabla))$ with a complex matrix $S$. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 26, Tome 466 (2017), pp. 134-144. http://geodesic.mathdoc.fr/item/ZNSL_2017_466_a9/

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