scientific article; zbMATH DE number 1342036

MaRDI QIDQ4263606zbMATH OpenFDO

Authors Said Benachour, Bernard Roynette, Pierre Vallois

Publication date 24 September 2000

zbMATH Keywords

fourth order partial differential equationsfundamental solutionstochastic processes

Mathematics Subject Classification ID

Integral representations of solutions to PDEs (35C15) Fundamental solutions to PDEs and systems of PDEs with constant coefficients (35E05) Brownian motion (60J65)

Recommendations

• Iterated processes and their applications to higher order differential equations
• Probabilistic representations for the solution of higher order differential equations
• scientific article; zbMATH DE number 24912
• Stochastic solutions of a class of higher order Cauchy problems in \(\mathbb R^{d}\)

Cited in

(9)

• Fractional diffusion equations and processes with randomly varying time
• A linearized Kuramoto-Sivashinsky PDE via an imaginary-Brownian-time-Brownian-angle process
• Solutions of u=4u^2 with Neumann's conditions using the Brownian snake
• A BROWNIAN-TIME EXCURSION INTO FOURTH-ORDER PDES, LINEARIZED KURAMOTO–SIVASHINSKY, AND BTP-SPDES ON ℝ₊ × ℝ^d
• Iterated stochastic processes: simulation and relationship with high order partial differential equations
• Space-time fractional equations and the related stable processes at random time
• Bessel processes and hyperbolic Brownian motions stopped at different random times
• Vibrations and fractional vibrations of rods, plates and Fresnel pseudo-processes
• Explicit solutions of some fractional partial differential equations via stable subordinators

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4263606)