On the probabilistic representations of solutions of pantograph equations and triangle coefficients

DOI10.1016/J.JDE.2023.10.041MaRDI QIDQ6140112zbMATH OpenOpenAlexFDO

Authors Maciej Wiśniewolski

Publication date 19 January 2024

Published in Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jde.2023.10.041

zbMATH Keywords

pantograph equationPoisson point processprobabilistic representationrecurrence formulastriangle coefficients

Mathematics Subject Classification ID

General theory of functional-differential equations (34K05) Linear functional-differential equations (34K06) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Brownian motion (60J65)

Review text

Consider the pantograph equation \[ \eta'(x)=\alpha\eta(x)+\beta\eta(ax),\quad x\geq 0. \] The probabilistic representations of solutions are presented. In some cases these can be funtionals of standard Brownian motion, while in other cases they are funtionals of an appropriately constructed Poisson point process. This study leads to phenomena of the so called triangle coefficients, which are generated by a recurrence formula and form some interesting structures.

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Cited in

(1)

• Long time asymptotic behavior of a self-similar fragmentation equation

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