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Probabilistic Representations for the Solution of Higher Order Differential Equations

机译:高阶微分方程解的概率表示

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摘要

A probabilistic representation for the solution of the partial differential equation(∂/∂t)u(t,x)=−αΔ2u(t,x),α∈ℂ, is constructed in terms of the expectation with respect to the measure associated to a complex-valued stochastic process.
机译:根据对与关联的测度的期望来构造偏微分方程(∂/∂t)u(t,x)=-αΔ2u(t,x),α∈solution的概率表示复杂值的随机过程。

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