High order heat-type equations and random walks on the complex plane

A probabilistic construction for the solution of a general class of high order heat-type equations is constructed in terms of the scaling limit of random walks in the complex plane.

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Year of publication:	2015
Authors:	Bonaccorsi, Stefano ; Mazzucchi, Sonia
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 125.2015, 2, p. 797-818
Publisher:	Elsevier
Subject:	Partial differential equations \| Probabilistic representation of solutions of PDEs \| Stochastic processes

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011194113