Probabilistic Representation of a Solution of the Cauchy Problem for Evolution Equations with Riemann--Liouville Operators
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Publication:5369325
DOI10.1137/S0040585X97T988241zbMath1383.60055MaRDI QIDQ5369325
Publication date: 16 October 2017
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Integral representations of solutions to PDEs (35C15) Applications of stochastic analysis (to PDEs, etc.) (60H30) Solutions to PDEs in closed form (35C05) Fractional partial differential equations (35R11)
Related Items (4)
Nonprobabilistic analogs of the Cauchy process ⋮ A probabilistic representation of solution to the Cauchy problem for evolution equation with differential operator of order greater than 2 ⋮ Estimates for functionals of solutions to higher-order heat-type equations with random initial conditions ⋮ Probabilistic approximation of the evolution operator
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