Probabilistic Representations for the Solution of Higher Order Differential Equations
A probabilistic representation for the solution of the partial differential equation (∂/∂t)u(t,x)=−αΔ2u(t,x),α∈ℂ, is constructed in terms of the expectation with respect to the measure associated to a complex-valued stochastic process.
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| Veröffentlicht in: | International journal of partial differential equations 2013-07, Vol.2013 (2013), p.1-7 |
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| Format: | Artikel |
| Sprache: | eng |
| Online-Zugang: | Volltext |
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| Zusammenfassung: | A probabilistic representation for the solution of the partial differential equation (∂/∂t)u(t,x)=−αΔ2u(t,x),α∈ℂ, is constructed in terms of the expectation with respect to the measure associated to a complex-valued stochastic process. |
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| ISSN: | 2356-7082 2314-6524 2314-6524 |
| DOI: | 10.1155/2013/297857 |