A hyperbolic system of equations and Poisson measure (Q1912447)
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English | A hyperbolic system of equations and Poisson measure |
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A hyperbolic system of equations and Poisson measure (English)
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30 May 1996
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By using an extension of Feyman-Kac formula, together with the definition of stochastic time \(\xi (t) = \int^t_0 (-1)^{N (s)} ds\), where \(N(s)\) is a Poisson stochastic process, one can obtain a telegraph equation to represent the solution of the Cauchy problem for a system of hyperbolic differential equations.
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Poisson measure
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telegraph equation
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Cauchy problem
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hyperbolic differential equations
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