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...
Saved in:
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Yaroslavl State University
2015-06-01
|
| Series: | Моделирование и анализ информационных систем |
| Subjects: | |
| Online Access: | https://www.mais-journal.ru/jour/article/view/255 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|