Pages that link to "Item:Q3151248"
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The following pages link to Brownian-time processes: The PDE connection II and the corresponding Feynman-Kac formula (Q3151248):
Displaying 35 items.
- Probabilistic representations for the solution of higher order differential equations (Q457879) (← links)
- Time-fractional and memoryful \(\Delta^{2^{k}}\) SIEs on \(\mathbb{R}_{+}\times\mathbb{R}^{d}\): how far can we push white noise? (Q485985) (← links)
- L-Kuramoto-Sivashinsky SPDEs in one-to-three dimensions: L-KS kernel, sharp Hölder regularity, and Swift-Hohenberg law equivalence (Q496773) (← links)
- Iterated stochastic processes: simulation and relationship with high order partial differential equations (Q518860) (← links)
- L-Kuramoto-Sivashinsky SPDEs vs. time-fractional SPIDEs: exact continuity and gradient moduli, 1/2-derivative criticality, and laws (Q526025) (← links)
- On a connection between powers of operators and fractional Cauchy problems (Q692823) (← links)
- Iterated Brownian motion in bounded domains in \(\mathbb {R}^n\) (Q850028) (← links)
- Large deviations for local time fractional Brownian motion and applications (Q936601) (← links)
- Fractional diffusion equations and processes with randomly varying time (Q1011156) (← links)
- Iterated elastic Brownian motions and fractional diffusion equations (Q1019619) (← links)
- A linearized Kuramoto-Sivashinsky PDE via an imaginary-Brownian-time-Brownian-angle process (Q1408074) (← links)
- Iterated Brownian motion in an open set. (Q1879919) (← links)
- Probabilistic representation formula for the solution of fractional high-order heat-type equations (Q2000975) (← links)
- Variations of the solution to a fourth order time-fractional stochastic partial integro-differential equation (Q2158595) (← links)
- Fractional equations via convergence of forms (Q2175760) (← links)
- An Itô calculus for a class of limit processes arising from random walks on the complex plane (Q2402425) (← links)
- Long time behavior for nonlocal stochastic Kuramoto-Sivashinsky equations (Q2452873) (← links)
- Large deviations for subordinated Brownian motion and applications (Q2453887) (← links)
- High order heat-type equations and random walks on the complex plane (Q2512857) (← links)
- The exit distribution for iterated Brownian motion in cones (Q2576956) (← links)
- Moderate deviations for fourth-order stochastic heat equations with fractional noises (Q2834902) (← links)
- A PDE approach to jump-diffusions (Q2994851) (← links)
- Stochastic velocity motions and processes with random time (Q3074493) (← links)
- From Brownian-Time Brownian Sheet to a Fourth Order and a Kuramoto–Sivashinsky-Variant Interacting PDEs Systems (Q3114565) (← links)
- Applications of the Quadratic Covariation Differentiation Theory: Variants of the Clark-Ocone and Stroock's Formulas (Q3114575) (← links)
- A BROWNIAN-TIME EXCURSION INTO FOURTH-ORDER PDES, LINEARIZED KURAMOTO–SIVASHINSKY, AND BTP-SPDES ON ℝ<sub>+</sub> × ℝ<sup>d</sup> (Q3426806) (← links)
- Brownian subordinators and fractional Cauchy problems (Q3631880) (← links)
- Strong approximation of stochastic processes at random times and application to their exact simulation (Q4584675) (← links)
- INTERACTING TIME-FRACTIONAL AND Δ<sup>ν</sup> PDES SYSTEMS VIA BROWNIAN-TIME AND INVERSE-STABLE-LÉVY-TIME BROWNIAN SHEETS (Q4908346) (← links)
- STOCHASTIC SOLUTIONS OF A CLASS OF HIGHER ORDER CAUCHY PROBLEMS IN ℝ<sup>d</sup> (Q4932787) (← links)
- First-exit times of an inverse Gaussian process (Q5085825) (← links)
- Equations of Mathematical Physics and Compositions of Brownian and Cauchy Processes (Q5198937) (← links)
- Time-changed Poisson processes of order <i>k</i> (Q5206082) (← links)
- Lifetime asymptotics of iterated Brownian motion in $\mathbb{R}^{n}$ (Q5429596) (← links)
- Higher order PDE’s and iterated processes (Q5442146) (← links)
