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  • Search: subject:"Probabilistic representation of solutions of PDEs"
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Partial differential equations 1 Probabilistic representation of solutions of PDEs 1 Stochastic processes 1
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Bonaccorsi, Stefano 1 Mazzucchi, Sonia 1
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Stochastic Processes and their Applications 1
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High order heat-type equations and random walks on the complex plane
Bonaccorsi, Stefano; Mazzucchi, Sonia - In: Stochastic Processes and their Applications 125 (2015) 2, pp. 797-818
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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