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 $\operatorname{Re}S\ge0$.
@article{ZNSL_2017_466_a9,
author = {I. A. Ibragimov and N. V. Smorodina and M. M. Faddeev},
title = {A probabilistic approximation of the evolution operator $\exp(t(S\nabla,\nabla))$ with a~complex matrix~$S$},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {134--144},
publisher = {mathdoc},
volume = {466},
year = {2017},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_2017_466_a9/}
}
TY - JOUR AU - I. A. Ibragimov AU - N. V. Smorodina AU - M. M. Faddeev TI - A probabilistic approximation of the evolution operator $\exp(t(S\nabla,\nabla))$ with a~complex matrix~$S$ JO - Zapiski Nauchnykh Seminarov POMI PY - 2017 SP - 134 EP - 144 VL - 466 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/ZNSL_2017_466_a9/ LA - ru ID - ZNSL_2017_466_a9 ER -
%0 Journal Article %A I. A. Ibragimov %A N. V. Smorodina %A M. M. Faddeev %T A probabilistic approximation of the evolution operator $\exp(t(S\nabla,\nabla))$ with a~complex matrix~$S$ %J Zapiski Nauchnykh Seminarov POMI %D 2017 %P 134-144 %V 466 %I mathdoc %U http://geodesic.mathdoc.fr/item/ZNSL_2017_466_a9/ %G ru %F ZNSL_2017_466_a9
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/