scientific article; zbMATH DE number 3802004

MaRDI QIDQ4746148zbMATH OpenFDO

Authors Marc A. Berger, Alan D. Sloan

Publication date 1983

zbMATH Keywords

evolution equationsgeneralized characteristicsexplicit solutionsgeneralized expectation operator

Mathematics Subject Classification ID

Geometric theory, characteristics, transformations in context of PDEs (35A30) Higher-order parabolic equations (35K25) Stochastic integrals (60H05) Initial value problems for PDEs and systems of PDEs with constant coefficients (35E15) Initial value problems for linear higher-order PDEs (35G10) Nonstandard models in mathematics (03H05) Representations of solutions to partial differential equations (35C99) Nonstandard analysis (26E35)

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