PROBABILISTIC SOLUTIONS OF HIGH-ORDER PARTIAL-DIFFERENTIAL EQUATIONS

Blanchard P, HONGLER MO (1993)
PHYSICS LETTERS A 180(3): 225-231.

Journal Article | Published | English

No fulltext has been uploaded

Author
;
Abstract
We consider a stochastic differential equation in which the noise is the sum of a white noise, a Poisson noise and a continuous time Markov chain. The probability densities governing the dynamics solve high order partial differential equations and the solutions are expressible as convolutions of the densities characterizing the noise components. Relevant physical examples are presented.
Publishing Year
ISSN
PUB-ID

Cite this

Blanchard P, HONGLER MO. PROBABILISTIC SOLUTIONS OF HIGH-ORDER PARTIAL-DIFFERENTIAL EQUATIONS. PHYSICS LETTERS A. 1993;180(3):225-231.
Blanchard, P., & HONGLER, M. O. (1993). PROBABILISTIC SOLUTIONS OF HIGH-ORDER PARTIAL-DIFFERENTIAL EQUATIONS. PHYSICS LETTERS A, 180(3), 225-231.
Blanchard, P., and HONGLER, M. O. (1993). PROBABILISTIC SOLUTIONS OF HIGH-ORDER PARTIAL-DIFFERENTIAL EQUATIONS. PHYSICS LETTERS A 180, 225-231.
Blanchard, P., & HONGLER, M.O., 1993. PROBABILISTIC SOLUTIONS OF HIGH-ORDER PARTIAL-DIFFERENTIAL EQUATIONS. PHYSICS LETTERS A, 180(3), p 225-231.
P. Blanchard and M.O. HONGLER, “PROBABILISTIC SOLUTIONS OF HIGH-ORDER PARTIAL-DIFFERENTIAL EQUATIONS”, PHYSICS LETTERS A, vol. 180, 1993, pp. 225-231.
Blanchard, P., HONGLER, M.O.: PROBABILISTIC SOLUTIONS OF HIGH-ORDER PARTIAL-DIFFERENTIAL EQUATIONS. PHYSICS LETTERS A. 180, 225-231 (1993).
Blanchard, Philippe, and HONGLER, MO. “PROBABILISTIC SOLUTIONS OF HIGH-ORDER PARTIAL-DIFFERENTIAL EQUATIONS”. PHYSICS LETTERS A 180.3 (1993): 225-231.
This data publication is cited in the following publications:
This publication cites the following data publications:

Export

0 Marked Publications

Open Data PUB

Web of Science

View record in Web of Science®

Search this title in

Google Scholar