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Volumn 15, Issue 2, 1999, Pages 173-180

Iterated Processes and Their Applications to Higher Order Differential Equations

Author keywords

Higher order hyperbolic equations; Higher order parabolic equations; Iterated Brownian motion; Maximum; Telegraph processes

Indexed keywords


EID: 0001701021     PISSN: 14398516     EISSN: None     Source Type: Journal    
DOI: 10.1007/bf02650660     Document Type: Article
Times cited : (15)

References (9)
  • 1
    • 0001601561 scopus 로고
    • Probabilistic construction of the solution of some higher order parabolic differential equation
    • T Funaki. Probabilistic construction of the solution of some higher order parabolic differential equation. Proc Japan Acad, 1979, A55: 176-179
    • (1979) Proc Japan Acad , vol.A55 , pp. 176-179
    • Funaki, T.1
  • 2
    • 21344452030 scopus 로고    scopus 로고
    • Composition of stochastic processes governed by higher-order parabolic and hyperbolic equations
    • K Hochberg, E Orsingher. Composition of stochastic processes governed by higher-order parabolic and hyperbolic equations. J Theoretical Probability 1996, 9(2): 511-532
    • (1996) J Theoretical Probability , vol.9 , Issue.2 , pp. 511-532
    • Hochberg, K.1    Orsingher, E.2
  • 3
    • 0002163527 scopus 로고
    • Some path properties of iterated Brownian motion
    • (E Çinlar, K L Chung, M Sharpe, eds), Boston:Birkäuser
    • K Burdzy. Some path properties of iterated Brownian motion. Seminar on Stochastic Processes 1992 (E Çinlar, K L Chung, M Sharpe, eds), Boston:Birkäuser, 1993, 67-87
    • (1993) Seminar on Stochastic Processes 1992 , pp. 67-87
    • Burdzy, K.1
  • 4
    • 0002622087 scopus 로고
    • Variation of iterated Brownian motion, in measure-valued processes, stochastic partial differential equations and interacting systems
    • K Burdzy. Variation of iterated Brownian motion, in measure-valued processes, stochastic partial differential equations and interacting systems. CRM Proceedings and Lecture Notes, 1994, 5: 35-53
    • (1994) CRM Proceedings and Lecture Notes , vol.5 , pp. 35-53
    • Burdzy, K.1
  • 5
    • 0347061075 scopus 로고    scopus 로고
    • A uniform modulus result for iterated Brownian motion
    • D Khoshnevisan, T M Lewis. A uniform modulus result for iterated Brownian motion. Ann Inst Henri Poincaré, 1996, 32(3): 349-359
    • (1996) Ann Inst Henri Poincaré , vol.32 , Issue.3 , pp. 349-359
    • Khoshnevisan, D.1    Lewis, T.M.2
  • 7
    • 0347061078 scopus 로고
    • Distributions of processes governed by hyperbolic equations when also boundary conditions are assumed
    • B Grigelionis et al, VSP/TEV
    • E Orsingher. Distributions of processes governed by hyperbolic equations when also boundary conditions are assumed. Probab Theory and Math Stat, B Grigelionis et al, VSP/TEV, 1994, 605-611
    • (1994) Probab Theory and Math Stat , pp. 605-611
    • Orsingher, E.1
  • 9
    • 0347061077 scopus 로고    scopus 로고
    • High order partial differential equations and probabilistic methods
    • X Zhao, Z Wang. High order partial differential equations and probabilistic methods (in Chinese). Advances in Mathematics, 1996, 25(5): 414-422
    • (1996) Advances in Mathematics , vol.25 , Issue.5 , pp. 414-422
    • Zhao, X.1    Wang, Z.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.