Euler–Poisson–Darboux equations and iterated fractional Brownian motions

Euler–Poisson–Darboux equations and iterated fractional Brownian motions

In this note, we underline the interesting connection between the Euler–Poisson–Darboux (EPD)-type equations and iterated fractional Brownian motions. Starting from this interesting connection, we then consider other linear and nonlinear EPD-type equations also with variable coefficients. The main a...

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Veröffentlicht in:Boletín de la Sociedad Matemática Mexicana 2023-11, Vol.29 (3), Article 66
Hauptverfasser: Garra, Roberto, Orsingher, Enzo
Format: Artikel
Sprache:eng
Schlagworte:
Exact solutions
Mathematical analysis
Mathematics
Mathematics and Statistics
Original Article
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Zusammenfassung:In this note, we underline the interesting connection between the Euler–Poisson–Darboux (EPD)-type equations and iterated fractional Brownian motions. Starting from this interesting connection, we then consider other linear and nonlinear EPD-type equations also with variable coefficients. The main aim is twofold: to show the relevance of this class of equations in probability and to construct new exact solutions.
ISSN:1405-213X
2296-4495
DOI:10.1007/s40590-023-00537-9