A probabilistic representation of solution to the Cauchy problem for evolution equation with differential operator of order greater than 2

DOI10.1007/s10958-018-3714-3zbMath1391.35100OpenAlexW2789396620WikidataQ115382260 ScholiaQ115382260MaRDI QIDQ1746414

Mariya V. Platonova

Publication date: 25 April 2018

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-018-3714-3

zbMATH Keywords

complex-valued stochastic processeshigh order heat type equation

Mathematics Subject Classification ID

Integral representations of solutions to PDEs (35C15) Initial value problems for linear higher-order PDEs (35G10)

Related Items (2)

An Analogue of the Feynman--Kac Formula for a High-Order Operator ⋮ Probabilistic approximation of the evolution operator

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• Probabilistic representation of solutions for a class of evolution equations
• Probabilistic Representation of a Solution of the Cauchy Problem for Evolution Equations with Riemann--Liouville Operators

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