Probabilistic solutions of high order partial differential equations
Blanchard, Ph; Hongler, M. O.
1993

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. © 1993.

Details

Title Probabilistic solutions of high order partial differential equations
Author(s) Blanchard, Ph ; Hongler, M. O.
Published in Physics Letters A
Volume 180
Issue 3
Pages 225-231
Date 1993
ISSN 03759601
Note BiBoS and Fakultät für Physik, Universität Bielefeld, W-4800 Bielefeld 1, Germany
Cited By (since 1996): 2
Export Date: 6 December 2012
Source: Scopus
CODEN: PYLAA
Language of Original Document: English
Correspondence Address: Blanchard, Ph.; BiBoS and Fakultät für Physik, Universität Bielefeld, W-4800 Bielefeld 1, Germany
DOI https://doi.org/10.1016/0375-9601(93)90700-A
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Laboratories LPM
Record Appears in Scientific production and competences > STI - School of Engineering > STI Archives > LPM - Laboratory of Microengineering for Manufacturing
Peer-reviewed publications
Work outside EPFL
Journal Articles
Published
Record creation date 2013-01-07

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