scientific article; zbMATH DE number 3155843

zbMATH Open0095.32703MaRDI QIDQ3273541FDOQ3273541

Authors: V. Yu. Krylov 

Publication date: 1960

Title of this publication is not available (Why is that?)

zbMATH Keywords

probability theory

Cited In (42)

• On Mellin transforms of solutions of differential equation \(\chi^{(n)}(x)+\gamma_nx\chi (x)=0\)
• Explicit solutions of some fractional partial differential equations via stable subordinators
• Monopoles and dipoles in biharmonic pseudo process
• A review on time-changed pseudoprocesses and related distributions
• Central limit theorem for solutions of random initialized differential equations: a simple proof
• Probabilistic representation formula for the solution of fractional high-order heat-type equations
• Stochastic analysis for a non-Markovian generator: an introduction
• Higher-order Laplace equations and hyper-Cauchy distributions
• An Itô calculus for a class of limit processes arising from random walks on the complex plane
• A new approach to fractional Brownian motion of order \(n\) via random walk in the complex plane
• Bi-Laplacians on graphs and networks
• Small stochastic perturbations in a general fractional kinetic equation
• Pseudoprocesses related to higher-order equations of vibrations of rods
• Non-Gaussian distributions
• First exit time from a bounded interval for pseudo-processes driven by the equation \(\partial /\partial t=(-1)^{N-1}\partial ^{2N}/\partial x^{2N}\)
• Bessel processes and hyperbolic Brownian motions stopped at different random times
• Probabilistic representations for the solution of higher order differential equations
• An extension of certain quasi-measure
• Higher-order heat equation and the Gelfand-Dickey hierarchy
• Infinite dimensional oscillatory integrals with polynomial phase and applications to higher-order heat-type equations
• The Feynman-Kac formula and the Hamilton-Jacobi equation
• On the convolution powers of complex functions on \(\mathbb{Z}\)
• A unified approach to infinite-dimensional integration
• Infinite dimensional oscillatory integrals as projective systems of functionals
• Limit theorems for semigroups with perturbed generators, with applications to multiscaled random evolutions
• The arc-sine law and its analogs for processes governed by signed and complex measures
• Generalized Feynman path integrals and applications to higher-order heat-type equations
• Joint distribution of the process and its sojourn time in a half-line \([a,+\infty)\) for pseudo-processes driven by a high-order heat-type equation
• Fractional Brownian motions via random walk in the complex plane and via fractional derivative. Comparison and further results on their Fokker-Planck equations
• An Analogue of the Feynman--Kac Formula for a High-Order Operator
• The explicit solutions of a class of diffusion equation
• On the fractional counterpart of the higher-order equations
• A path-integral approach to the Cameron-Martin-Maruyama-Girsanov formula associated to a bi-Laplacian
• General Airy-type equations, heat-type equations and pseudo-processes
• Non-Gaussian distributions.
• An approach to the pseudoprocess driven by the equation \(\frac{\partial}{\partial t}=-A\frac{\partial^3}{\partial x^3}\) by a random walk
• A class of general boundary conditions for multi-dimensional diffusion equation
• A survey on the pseudo-process driven by the high-order heat-type equation \(\partial/\partial t=\pm\partial^N\!/\partial x^N\) concerning the hitting and sojourn times
• Iterated Brownian motion in an open set.
• A signed measure on rough paths associated to a PDE of high order: results and conjectures
• From pseudorandom walk to pseudo-Brownian motion: first exit time from a one-sided or a two-sided interval
• High order heat-type equations and random walks on the complex plane

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