Stochastic solutions of a class of higher order Cauchy problems in \(\mathbb R^{d}\) (Q4932787)
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scientific article; zbMATH DE number 5796703
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| English | Stochastic solutions of a class of higher order Cauchy problems in \(\mathbb R^{d}\) |
scientific article; zbMATH DE number 5796703 |
Statements
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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0.8033505082130432
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0.7953887581825256
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0.7876698970794678
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0.779792070388794
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0.7756810784339905
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