High order heat-type equations and random walks on the complex plane

DOI10.1016/j.spa.2014.08.010zbMath1323.35225arXiv1402.6140OpenAlexW2087756307WikidataQ62049358 ScholiaQ62049358MaRDI QIDQ2512857

Stefano Bonaccorsi, Sonia Mazzucchi

Publication date: 30 January 2015

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1402.6140

zbMATH Keywords

Wiener processrandom walksSchrödinger equationFeynman-Kac formulaimaginary timehigher powers of the Laplacian

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Integral representations of solutions to PDEs (35C15) Generalized stochastic processes (60G20) Path integrals in quantum mechanics (81S40) PDEs with randomness, stochastic partial differential equations (35R60) Initial value problems for second-order parabolic equations (35K15)

Related Items

Infinite dimensional oscillatory integrals with polynomial phase and applications to higher-order heat-type equations ⋮ An Itô calculus for a class of limit processes arising from random walks on the complex plane ⋮ Infinite dimensional oscillatory integrals as projective systems of functionals ⋮ Bi-Laplacians on graphs and networks ⋮ Generalized Feynman path integrals and applications to higher-order heat-type equations ⋮ Probabilistic representation formula for the solution of fractional high-order heat-type equations ⋮ Formulas that represent Cauchy problem solution for momentum and position Schrödinger equation ⋮ Solution-giving formula to Cauchy problem for multidimensional parabolic equation with variable coefficients ⋮ Explicit formula for evolution semigroup for diffusion in Hilbert space

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