The method of stochastic characteristics for linear second-order hypoelliptic equations

DOI10.1214/22-PS11zbMath1515.60247arXiv2112.06404MaRDI QIDQ6385451

David P. Herzog, Juraj Földes

Publication date: 12 December 2021

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Green's functions for ordinary differential equations (34B27) Existence problems for PDEs: global existence, local existence, non-existence (35A01) Hypoelliptic equations (35H10) Boundary value problems for linear higher-order PDEs (35G15) Uniqueness problems for PDEs: global uniqueness, local uniqueness, non-uniqueness (35A02)

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