Stochastic Solutions for Hyperbolic PDE

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.

Saved in:
Bibliographic Details
Main Authors Mansouri, Abdol-Reza, Selk, Zachary
Format Journal Article
LanguageEnglish
Published 16.01.2024
Subjects
Mathematics - Analysis of PDEs
Mathematics - Complex Variables
Mathematics - Probability
Online AccessGet full text

Cover

More Information
Summary: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.
DOI:10.48550/arxiv.2401.08848