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 (Unpublished)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