Stochastic Solutions for Hyperbolic PDE
Probability
2024-06-28 v2 Analysis of PDEs
Complex Variables
Abstract
The theory of stochastic representations of solutions to elliptic and parabolic PDE has been extensive. However, the theory for hyperbolic PDE is notably lacking. In this short note we give a stochastic representation for solutions of hyperbolic PDE.
Keywords
Cite
@article{arxiv.2401.08848,
title = {Stochastic Solutions for Hyperbolic PDE},
author = {Abdol-Reza Mansouri and Zachary Selk},
journal= {arXiv preprint arXiv:2401.08848},
year = {2024}
}
Comments
5 pages. To appear in J. Stoch. Anal