# Probabilistic representations for the solutions of higher order differential equations

Mazzucchi, Sonia (2011) Probabilistic representations for the solutions of higher order differential equations. Trento : Università degli Sudi di Trento. Dipartimento di Matematica. (Unpublished)

 Preview
PDF - Full Text

## 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 Mathematics Q Science > QA Mathematics > QA273 Probabilities Partial differential equations, probabilistic representation of solutions of PDEs, stochastic processes UTM 749 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]