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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Bibliographic Details
Published inarXiv.org
Main Authors Abdol-Reza Mansouri, Selk, Zachary
Format Paper
LanguageEnglish
Published Ithaca Cornell University Library, arXiv.org 27.06.2024
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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.
ISSN:2331-8422