Analytic Solutions of Equation for Random Evolution on a Complex Plane

Authors

  • Igor Samoilenko
  • Ganna Verovkina
  • Tetiana Samoilenko

DOI:

https://doi.org/10.17713/ajs.v52iSI.1757

Abstract

We discuss a generalization of Goldstein-Kac model on a complex plane and apply probabilistic approach to construct solutions of the corresponding Cauchy problem for complex-analytic initial conditions. The method is based on reconstruction of complex-
analytic functions by combination of power functions, for which corresponding solutions are the moments of evolution process.
As soon as in the hydrodynamic limit the equation for our model approximates a Schrödinger-type equation, the solutions constructed for pre-limit Cauchy problem may approximate solutions for corresponding Cauchy problem for a Schrödinger-type equation.

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Published

2023-08-15

How to Cite

Samoilenko, I., Verovkina, G., & Samoilenko, T. (2023). Analytic Solutions of Equation for Random Evolution on a Complex Plane. Austrian Journal of Statistics, 52(SI), 71–81. https://doi.org/10.17713/ajs.v52iSI.1757