Probabilistic representation of fundamental solutions to \(\frac{\partial u}{\partial t} = \kappa _m \frac{\partial^m u}{\partial x^m}\)
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Publication:456261
DOI10.1214/ECP.v17-1885zbMath1272.35005arXiv1203.3133MaRDI QIDQ456261
Mirko D'Ovidio, Enzo Orsingher
Publication date: 23 October 2012
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1203.3133
Fundamental solutions to PDEs (35A08) Stable stochastic processes (60G52) Solutions to PDEs in closed form (35C05) Initial value problems for higher-order parabolic equations (35K30)
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