STOCHASTIC SOLUTIONS OF A CLASS OF HIGHER ORDER CAUCHY PROBLEMS IN ℝ<sup>d</sup> (Q4932787): Difference between revisions

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Revision as of 06:43, 3 July 2024

scientific article; zbMATH DE number 5796703
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STOCHASTIC SOLUTIONS OF A CLASS OF HIGHER ORDER CAUCHY PROBLEMS IN ℝ<sup>d</sup>
scientific article; zbMATH DE number 5796703

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    STOCHASTIC SOLUTIONS OF A CLASS OF HIGHER ORDER CAUCHY PROBLEMS IN ℝ<sup>d</sup> (English)
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    7 October 2010
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    iterated Brownian motion of Burdzy
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    \(k\)-iterated Brownian motion
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    Brownian-time Brownian motion of Allouba and Zheng
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    exit time
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    bounded domain
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    heat equation
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    Caputo fractional derivative
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    fractional diffusion
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    higher of Cauchy problems
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