Probabilistic representation of solutions for a class of evolution equations

DOI10.1007/s10958-011-0415-6zbMath1290.60067OpenAlexW2052241739MaRDI QIDQ2016270

M. M. Faddeev, Nataliya V. Smorodina

Publication date: 20 June 2014

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

Full work available at URL: https://doi.org/10.1007/s10958-011-0415-6

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30)

Related Items (2)

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

Cites Work

• The Lévy-Khinchin representation of the one class of signed stable measures and some its applications
• Probabilistic construction of the solution of some higher order parabolic differential equation
• The distribution of the local time for ``pseudoprocesses and its connection with fractional diffusion equations
• On sojourn distributions of processes related to some higher-order heat-type equations
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