Mazzucchi, Sonia (2011) Probabilistic representations for the solutions of higher order differential equations. Trento : Università degli Sudi di Trento. Dipartimento di Matematica. (Unpublished)
This is the latest version of this item.
| PDF - Full Text Download (163Kb) | Preview |
Abstract
A probabilistic representation for the solution of the partial differential equation $\frac{\partial}{\partial t}u(t,x)=-\alpha \Delta^2 u(t,x) -V(x)u(t,x)$, $\alpha\in\C_+$, is constructed in terms of the expectation with respect to the measure associated to a complex-valued stochastic process.
Item Type: | Departmental Technical Report |
---|---|
Department or Research center: | Mathematics |
Subjects: | Q Science > QA Mathematics > QA273 Probabilities |
Uncontrolled Keywords: | Partial differential equations, probabilistic representation of solutions of PDEs, stochastic processes |
Report Number: | UTM 749 |
Repository staff approval on: | 15 Jan 2013 15:13 |
Available Versions of this Item
- Probabilistic representations for the solutions of higher order differential equations. (deposited 15 Jan 2013 15:13)[Currently Displayed]
Actions (login required)
View Item |