Characteristic methods for multi-dimensional evolution equations

DOI10.1016/0022-0396(85)90069-5MaRDI QIDQ1054377zbMATH OpenOpenAlexFDO

Authors Marc A. Berger, Alan D. Sloan

Publication date 1985

Published in Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0022-0396(85)90069-5

zbMATH Keywords

evolution equationscharacteristicsstochastic calculus

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cites work

• scientific article; zbMATH DE number 3695035 (Why is no real title available?)
• scientific article; zbMATH DE number 3505981 (Why is no real title available?)
• scientific article; zbMATH DE number 3438157 (Why is no real title available?)
• A Family of Integrals Serving to Connect the Wiener and Feynman Integrals
• A method of generalized characteristics
• A signed measure on path space related to Wiener measure
• Stochastic analysis of a chemical reaction with spatial and temporal structures
• The Poisson representation. I: A new technique for chemical master equations

Cited in

(3)

• Construction of a complex-valued fractional Brownian motion of order N
• 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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