Probabilistic Representations for the Solution of Higher Order Differential Equations

Probabilistic Representations for the Solution of Higher Order Differential Equations
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高阶微分方程解的概率表示

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发表时间:
2013
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影响因子:
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通讯作者:
S. Mazzucchi
S. Mazzucchi
中科院分区:
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文献类型:
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作者:
S. Mazzucchi

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偏微分方程的解的概率表示,构造的期望相对于与复值随机过程的措施。
A probabilistic representation for the solution of the partial differential equation , is constructed in terms of the expectation with respect to the measure associated to a complex-valued stochastic process.