Iterated processes and their applications to higher order differential equations

DOI10.1007/BF02650660zbMATH Open0940.60095MaRDI QIDQ1292793FDOQ1292793

Authors: Enzo Orsingher, Xuelei Zhao 

Publication date: 31 October 1999

Published in: Acta Mathematica Sinica, English Series (Search for Journal in Brave)

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zbMATH Keywords

hyperbolic equationsparabolic equationstelegraph processiterated Brownian motion

Mathematics Subject Classification ID

Markov processes (60J99) Special processes (60K99) Linear higher-order PDEs (35G05)

Cites Work

• Title not available (Why is that?)
• Probabilistic construction of the solution of some higher order parabolic differential equation
• Chung's law of the iterated logarithm for iterated Brownian motion
• Composition of stochastic processes governed by higher-order parabolic and hyperbolic equations
• Title not available (Why is that?)
• Title not available (Why is that?)
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Cited In (15)

• A probabilistic representation of solution to the Cauchy problem for evolution equation with differential operator of order greater than 2
• An Itô calculus for a class of limit processes arising from random walks on the complex plane
• Symmetric $\alpha$-stable subordinators and Cauchy problems
• Joint distributions of the maximum and the process for higher-order diffusions.
• Probabilistic representations for the solution of higher order differential equations
• Infinite dimensional oscillatory integrals with polynomial phase and applications to higher-order heat-type equations
• Euler-Poisson-Darboux equations and iterated fractional Brownian motions
• Generalized Feynman path integrals and applications to higher-order heat-type equations
• Equations of Mathematical Physics and Compositions of Brownian and Cauchy Processes
• Iterated stochastic processes: simulation and relationship with high order partial differential equations
• Composition of processes and related partial differential equations
• Stochastic solutions of a class of higher order Cauchy problems in \(\mathbb R^{d}\)
• Title not available (Why is that?)
• Iterated Brownian motion in an open set.
• High order heat-type equations and random walks on the complex plane

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