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.
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Published in | arXiv.org |
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Main Authors | , |
Format | Paper |
Language | English |
Published |
Ithaca
Cornell University Library, arXiv.org
27.06.2024
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Subjects | |
Online Access | Get full text |
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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. |
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ISSN: | 2331-8422 |