Composition of stochastic processes governed by higher-order parabolic and hyperbolic equations
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Publication:678091
DOI10.1007/BF02214661zbMATH Open0878.60050OpenAlexW2040758918MaRDI QIDQ678091FDOQ678091
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Cites Work
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Cited In (29)
- Estimates for functionals of solutions to higher-order heat-type equations with random initial conditions
- Brownian-time processes: The PDE connection II and the corresponding Feynman-Kac formula
- Central limit theorem for solutions of random initialized differential equations: a simple proof
- Fractional diffusion equations and processes with randomly varying time
- Brownian-time processes: The PDE connection and the half-derivative generator
- An Itô calculus for a class of limit processes arising from random walks on the complex plane
- The last zero-crossing of an iterated brownian motion with drift
- Time-fractional and memoryful \(\Delta^{2^{k}}\) SIEs on \(\mathbb{R}_{+}\times\mathbb{R}^{d}\): how far can we push white noise?
- Bessel processes and hyperbolic Brownian motions stopped at different random times
- Vibrations and fractional vibrations of rods, plates and Fresnel pseudo-processes
- Joint distributions of the maximum and the process for higher-order diffusions.
- Probabilistic representations for the solution of higher order differential equations
- Infinite dimensional oscillatory integrals with polynomial phase and applications to higher-order heat-type equations
- Variations of the solution to a fourth order time-fractional stochastic partial integro-differential equation
- On the convolution powers of complex functions on \(\mathbb{Z}\)
- A unified approach to infinite-dimensional integration
- Iterated processes and their applications to higher order differential equations
- Generalized Feynman path integrals and applications to higher-order heat-type equations
- Averaging for fundamental solutions of parabolic equations
- A linearized Kuramoto-Sivashinsky PDE via an imaginary-Brownian-time-Brownian-angle process
- Interacting time-fractional and \(\Delta^{\nu}\) PDEs systems via Brownian-time and inverse-stable-Lévy-time Brownian sheets
- Stochastic processes and perturbation problems defined by parabolic equations with a small parameter
- Composition of processes and related partial differential equations
- L-Kuramoto-Sivashinsky SPDEs in one-to-three dimensions: L-KS kernel, sharp Hölder regularity, and Swift-Hohenberg law equivalence
- Stochastic solutions of a class of higher order Cauchy problems in \(\mathbb R^{d}\)
- Title not available (Why is no real title available?)
- Iterated Brownian motion in an open set.
- A signed measure on rough paths associated to a PDE of high order: results and conjectures
- High order heat-type equations and random walks on the complex plane
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