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SOLUTION TO A PARABOLIC DIFFERENTIAL EQUATION IN HILBERT SPACE VIA FEYNMAN FORMULA I
A parabolic partial differential equation u′t (t, x) = Lu(t, x) is considered, where L is a linear second-order differential operator with time-independent coefficients, which may depend on x. We assume that the spatial coordinate x belongs to a finiteor infinite-dimensional real separable Hilbert s...
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| Glavni autor: | |
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| Format: | Artigo |
| Jezik: | Inglês |
| Izdano: |
Yaroslavl State University
2015-06-01
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| Serija: | Modelirovanie i Analiz Informacionnyh Sistem |
| Teme: | |
| Online pristup: | https://www.mais-journal.ru/jour/article/view/255 |
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