Iterated processes and their applications to higher order differential equations

DOI10.1007/BF02650660zbMath0940.60095MaRDI QIDQ1292793

Enzo Orsingher, Xue-Lei Zhao

Publication date: 31 October 1999

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

zbMATH Keywords

parabolic equationshyperbolic equationstelegraph processiterated Brownian motion

Mathematics Subject Classification ID

Special processes (60K99) Linear higher-order PDEs (35G05) Markov processes (60J99)

Related Items

Iterated Brownian motion in an open set. ⋮ Joint distributions of the maximum and the process for higher-order diffusions. ⋮ Infinite dimensional oscillatory integrals with polynomial phase and applications to higher-order heat-type equations ⋮ An Itô calculus for a class of limit processes arising from random walks on the complex plane ⋮ Euler-Poisson-Darboux equations and iterated fractional Brownian motions ⋮ Probabilistic representations for the solution of higher order differential equations ⋮ A probabilistic representation of solution to the Cauchy problem for evolution equation with differential operator of order greater than 2 ⋮ Generalized Feynman path integrals and applications to higher-order heat-type equations ⋮ Composition of processes and related partial differential equations ⋮ Equations of Mathematical Physics and Compositions of Brownian and Cauchy Processes ⋮ High order heat-type equations and random walks on the complex plane

Cites Work

• Composition of stochastic processes governed by higher-order parabolic and hyperbolic equations
• Probabilistic construction of the solution of some higher order parabolic differential equation
• Chung's law of the iterated logarithm for iterated Brownian motion
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