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Probabilistic Representations of Solutions of the Forward Equations

✍ Scribed by B. Rajeev; S. Thangavelu


Publisher
Springer Netherlands
Year
2008
Tongue
English
Weight
454 KB
Volume
28
Category
Article
ISSN
0926-2601

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Probabilistic representation and uniquen
✍ Stefania Maniglia πŸ“‚ Article πŸ“… 2007 πŸ› Elsevier Science 🌐 English βš– 298 KB

The Cauchy problem for a multidimensional linear non-homogeneous transport equation in divergence form is investigated. An explicit and an implicit representation formulas for the unique solution of this transport equation in the case of a regular vector field v are proved. Then, together with a reg