A method of generalized characteristics

DOI10.1090/MEMO/0266MaRDI QIDQ3949375zbMATH OpenOpenAlexFDO

Authors Marc A. Berger, Alan D. Sloan

Publication date 1982

Published in Memoirs of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/memo/0266

zbMATH Keywords

averages of random samplesCauchy problemcharacteristic methodsdistribution solutionsfirst order classical calculusFourier transformssecond order Ito calculussemigroup methodsspecial initial data

Mathematics Subject Classification ID

Geometric theory, characteristics, transformations in context of PDEs (35A30) Solutions to PDEs in closed form (35C05) Initial value problems for PDEs and systems of PDEs with constant coefficients (35E15) Initial value problems for linear higher-order PDEs (35G10) Higher-order parabolic equations (35K25) Stochastic integrals (60H05) Brownian motion (60J65)

Cited in

(4)

• Characteristic methods for multi-dimensional evolution equations
• Product formulas for semigroups with elliptic generators
• The arc-sine law and its analogs for processes governed by signed and complex measures
• Product formulas for solutions of initial value partial differential equations. I

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