Probabilistic representation formula for the solution of fractional high-order heat-type equations
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Publication:2000975
DOI10.1007/s00028-019-00485-wzbMath1419.35201arXiv1611.03364OpenAlexW2963243045MaRDI QIDQ2000975
Sonia Mazzucchi, Stefano Bonaccorsi, Mirko D'Ovidio
Publication date: 1 July 2019
Published in: Journal of Evolution Equations (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1611.03364
Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Integral representations of solutions to PDEs (35C15) Generalized stochastic processes (60G20) Fractional partial differential equations (35R11)
Related Items (3)
Fractional equations via convergence of forms ⋮ A fully nonlinear Feynman-Kac formula with derivatives of arbitrary orders ⋮ Space-time duality for semi-fractional diffusions
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