PROBABILISTIC SOLUTIONS OF HIGH-ORDER PARTIAL-DIFFERENTIAL EQUATIONS
Blanchard P, HONGLER MO (1993)
PHYSICS LETTERS A 180(3): 225-231.
Zeitschriftenaufsatz
| Veröffentlicht | Englisch
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Autor*in
Blanchard, PhilippeUniBi;
HONGLER, MO
Einrichtung
Abstract / Bemerkung
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.
Erscheinungsjahr
1993
Zeitschriftentitel
PHYSICS LETTERS A
Band
180
Ausgabe
3
Seite(n)
225-231
ISSN
0375-9601
Page URI
https://pub.uni-bielefeld.de/record/1645277
Zitieren
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. https://doi.org/10.1016/0375-9601(93)90700-A
Blanchard, Philippe, and HONGLER, MO. 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.
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