Probabilistic representations for the solution of higher order differential equations (Q457879): Difference between revisions

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scientific article

Language	Label	Description	Also known as
English	Probabilistic representations for the solution of higher order differential equations	scientific article

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instance of

scholarly article

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title

Probabilistic representations for the solution of higher order differential equations (English)

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published in

International Journal of Partial Differential Equations

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publication date

30 September 2014

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review text

Summary: A probabilistic representation for the solution of the partial differential equation \((\partial/\partial t) u(x,t) = -\alpha \Delta^2 u(x,t)\), \(\alpha \in \mathbb C\), is constructed in terms of the expectation with respect to the measure associated to a complex-valued stochastic process.

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zbMATH Keywords

Feynman-Kac formula

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Wiener process

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Brownian motion

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Funaki process

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full work available at URL

https://doi.org/10.1155/2013/297857

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Mathematical theory of Feynman path integrals. An introduction

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Q5191178

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Q4954180

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A Family of Integrals Serving to Connect the Wiener and Feynman Integrals

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Q3273541

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A signed measure on path space related to Wiener measure

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The arc-sine law and its analogs for processes governed by signed and complex measures

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Central Limit Theorem for Signed Distributions

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Q3710907

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Conditional maximal distributions of processes related to higher-order heat-type equations

0 references

A signed measure on rough paths associated to a PDE of high order: results and conjectures

0 references

Probabilistic construction of the solution of some higher order parabolic differential equation

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Composition of stochastic processes governed by higher-order parabolic and hyperbolic equations

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Iterated processes and their applications to higher order differential equations

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Q3229718

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Q4279769

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Brownian-time processes: The PDE connection II and the corresponding Feynman-Kac formula

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New Feynman-Kac type formula

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An asymptotically 4-stable process

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Itô formula for an asymptotically 4-stable process

0 references

Construction of a complex-valued fractional Brownian motion of order <i>N</i>

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Stochastic analysis without probability: study of some basic tools

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A path-integral approach to the Cameron-Martin-Maruyama-Girsanov formula associated to a bi-Laplacian

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Q3209936

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THEORY OF DISTRIBUTION IN THE SENSE OF CONNES–HIDA AND FEYNMAN PATH INTEGRAL ON A MANIFOLD

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Q4002453

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Probabilistic representation of solutions for a class of evolution equations

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Biharmonic functions and Brownian motion

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RANDOM EVOLUTIONS, MARKOV CHAINS, AND SYSTEMS OF PARTIAL DIFFERENTIAL EQUATIONS

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DIRECT SOLUTION OF GENERAL ONE-DIMENSIONAL LINEAR PARABOLIC EQUATION VIA AN ABSTRACT PLANCHEREL FORMULA

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Explicit solution of a class of higher-order abstract Cauchy problems

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Q4069254

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A path integral formula for certain fourth-order elliptic operators

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Identifiers

zbMATH Open document ID

1364.60084

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DOI

10.1155/2013/297857

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:457879

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-Sonia Mazzucchi
@@ Property / author: Sonia Mazzucchi / rank @@
-Normal rank
@@ Property / review text @@
+Summary: A probabilistic representation for the solution of the partial differential equation \((\partial/\partial t) u(x,t) = -\alpha \Delta^2 u(x,t)\), \(\alpha \in \mathbb C\), is constructed in terms of the expectation with respect to the measure associated to a complex-valued stochastic process.
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
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+J65
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+6349568
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+Feynman-Kac formula
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+Normal rank
@@ Property / zbMATH Keywords @@
+Wiener process
@@ Property / zbMATH Keywords: Wiener process / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Brownian motion
@@ Property / zbMATH Keywords: Brownian motion / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Funaki process
@@ Property / zbMATH Keywords: Funaki process / rank @@
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@@ Property / author @@
+Sonia Mazzucchi
@@ Property / author: Sonia Mazzucchi / rank @@
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+Publication
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@@ Property / full work available at URL @@
+https://doi.org/10.1155/2013/297857
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@@ Property / cites work: Q4112296 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4373506
@@ Property / cites work: Q4373506 / rank @@
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@@ Property / cites work @@
+Mathematical theory of Feynman path integrals. An introduction
+Normal rank
@@ Property / cites work @@
+Q5191178
@@ Property / cites work: Q5191178 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4954180
@@ Property / cites work: Q4954180 / rank @@
+Normal rank
@@ Property / cites work @@
+A Family of Integrals Serving to Connect the Wiener and Feynman Integrals
+Normal rank
@@ Property / cites work @@
+Q3273541
@@ Property / cites work: Q3273541 / rank @@
+Normal rank
@@ Property / cites work @@
+A signed measure on path space related to Wiener measure
+Normal rank
@@ Property / cites work @@
+The arc-sine law and its analogs for processes governed by signed and complex measures
+Normal rank
@@ Property / cites work @@
+Central Limit Theorem for Signed Distributions
@@ Property / cites work: Central Limit Theorem for Signed Distributions / rank @@
+Normal rank
@@ Property / cites work @@
+Q3710907
@@ Property / cites work: Q3710907 / rank @@
+Normal rank
@@ Property / cites work @@
+Conditional maximal distributions of processes related to higher-order heat-type equations
+Normal rank
@@ Property / cites work @@
+A signed measure on rough paths associated to a PDE of high order: results and conjectures
+Normal rank
@@ Property / cites work @@
+Probabilistic construction of the solution of some higher order parabolic differential equation
+Normal rank
@@ Property / cites work @@
+Composition of stochastic processes governed by higher-order parabolic and hyperbolic equations
+Normal rank
@@ Property / cites work @@
+Iterated processes and their applications to higher order differential equations
+Normal rank
@@ Property / cites work @@
+Q3229718
@@ Property / cites work: Q3229718 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4279769
@@ Property / cites work: Q4279769 / rank @@
+Normal rank
@@ Property / cites work @@
+Brownian-time processes: The PDE connection II and the corresponding Feynman-Kac formula
+Normal rank
@@ Property / cites work @@
+New Feynman-Kac type formula
@@ Property / cites work: New Feynman-Kac type formula / rank @@
+Normal rank
@@ Property / cites work @@
+An asymptotically 4-stable process
@@ Property / cites work: An asymptotically 4-stable process / rank @@
+Normal rank
@@ Property / cites work @@
+Itô formula for an asymptotically 4-stable process
+Normal rank
@@ Property / cites work @@
+Construction of a complex-valued fractional Brownian motion of order <i>N</i>
+Normal rank
@@ Property / cites work @@
+Stochastic analysis without probability: study of some basic tools
+Normal rank
@@ Property / cites work @@
+A path-integral approach to the Cameron-Martin-Maruyama-Girsanov formula associated to a bi-Laplacian
+Normal rank
@@ Property / cites work @@
+Q3209936
@@ Property / cites work: Q3209936 / rank @@
+Normal rank
@@ Property / cites work @@
+THEORY OF DISTRIBUTION IN THE SENSE OF CONNES–HIDA  AND FEYNMAN PATH INTEGRAL ON A MANIFOLD
+Normal rank
@@ Property / cites work @@
+Q4002453
@@ Property / cites work: Q4002453 / rank @@
+Normal rank
@@ Property / cites work @@
+Probabilistic representation of solutions for a class of evolution equations
+Normal rank
@@ Property / cites work @@
+Biharmonic functions and Brownian motion
@@ Property / cites work: Biharmonic functions and Brownian motion / rank @@
+Normal rank
@@ Property / cites work @@
+Related problems in partial differential equations
+Normal rank
@@ Property / cites work @@
+RANDOM EVOLUTIONS, MARKOV CHAINS, AND SYSTEMS OF PARTIAL DIFFERENTIAL EQUATIONS
+Normal rank
@@ Property / cites work @@
+DIRECT SOLUTION OF GENERAL ONE-DIMENSIONAL LINEAR PARABOLIC EQUATION VIA AN ABSTRACT PLANCHEREL FORMULA
+Normal rank
@@ Property / cites work @@
+Explicit solution of a class of higher-order abstract Cauchy problems
+Normal rank
@@ Property / cites work @@
+Q4069254
@@ Property / cites work: Q4069254 / rank @@
+Normal rank
@@ Property / cites work @@
+A path integral formula for certain fourth-order elliptic operators
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:457879