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Random geometry and physics
September 11, 2014 16:40–17:20, Moscow
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On the application of Chernoff theorem to random walks
V. Zh. Sakbaev |
Number of views: |
This page: | 195 | Video files: | 110 |
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Abstract:
The resolution semigroup of Cauchy problem of evolutionary linear partial differential equation is presented as the limit of iteration of random maps generated by random walk in the coordinate space. This approach is the extension of description of solutions of the Kolmogoroff–Fokker–Plank equation by the diffusion process onto the high order differential equation and pseudodifferential equation.
Language: English
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