Iterated processes and their applications to higher order differential equations
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Cites work
- scientific article; zbMATH DE number 987477 (Why is no real title available?)
- scientific article; zbMATH DE number 3789618 (Why is no real title available?)
- scientific article; zbMATH DE number 645777 (Why is no real title available?)
- scientific article; zbMATH DE number 868183 (Why is no real title available?)
- Chung's law of the iterated logarithm for iterated Brownian motion
- Composition of stochastic processes governed by higher-order parabolic and hyperbolic equations
- Probabilistic construction of the solution of some higher order parabolic differential equation
Cited in
(15)- High order heat-type equations and random walks on the complex plane
- 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
- Probabilistic representations for the solution of higher order differential equations
- Joint distributions of the maximum and the process for higher-order diffusions.
- 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
- scientific article; zbMATH DE number 1829303 (Why is no real title available?)
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