Probabilistic representations for the solution of higher order differential equations

DOI10.1155/2013/297857zbMath1364.60084OpenAlexW2079190338WikidataQ58919525 ScholiaQ58919525MaRDI QIDQ457879

Sonia Mazzucchi

Publication date: 30 September 2014

Published in: International Journal of Partial Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2013/297857

zbMATH Keywords

Wiener processBrownian motionFeynman-Kac formulaFunaki process

Mathematics Subject Classification ID

Initial-boundary value problems for second-order parabolic equations (35K20) Brownian motion (60J65) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (5)

Anomalous diffusion in one-dimensional disordered systems: a discrete fractional Laplacian method ⋮ An Analogue of the Feynman--Kac Formula for a High-Order Operator ⋮ Infinite dimensional oscillatory integrals as projective systems of functionals ⋮ A probabilistic representation of solution to the Cauchy problem for evolution equation with differential operator of order greater than 2 ⋮ Stochastic analysis for a non-Markovian generator: an introduction

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