Markov process representations for polyharmonic functions

DOI10.1137/S0040585X9798419XMaRDI QIDQ3059747zbMATH OpenFDO

Authors Mark Kelbert

Publication date 29 November 2010

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/S0040585X9798419X

zbMATH Keywords

maximum principleFeynman-Kac formulaBessel processpolyharmonic functions

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Biharmonic and polyharmonic equations and functions in higher dimensions (31B30)

Recommendations

• scientific article; zbMATH DE number 2206832
• Probabilistic representation and Monte Carlo methods for the first boundary value problem for a polyharmonic equation
• Publication:3485162
• Representation and uniqueness theorems for polyharmonic functions
• scientific article; zbMATH DE number 4089880

Cited in

(1)

• On a representation of time space-harmonic polynomials via symbolic L\'evy processes

This page was built for publication: Markov process representations for polyharmonic functions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3059747)