Characteristic methods for multi-dimensional evolution equations

DOI10.1016/0022-0396(85)90069-5zbMath0519.60060OpenAlexW2042106396MaRDI QIDQ1054377

Marc A. Berger, Alan D. Sloan

Publication date: 1985

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-0396(85)90069-5

zbMATH Keywords

evolution equationsstochastic calculuscharacteristics

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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The arc-sine law and its analogs for processes governed by signed and complex measures ⋮ Construction of a complex-valued fractional Brownian motion of order N ⋮ Product formulas for solutions of initial value partial differential equations. I

Cites Work

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• A signed measure on path space related to Wiener measure
• The Poisson representation. I: A new technique for chemical master equations
• Stochastic analysis of a chemical reaction with spatial and temporal structures
• A Family of Integrals Serving to Connect the Wiener and Feynman Integrals
• A method of generalized characteristics

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