Herein, an averaging theory for the solutions to Cauchy initial value problems of arbitrary order, =-dependent parabolic partial differential equations is developed. Indeed, by directly developing bounds between the derivatives of the fundamental solution to such an equation and derivatives of the f
β¦ LIBER β¦
Stochastic variational formula for fundamental solutions of parabolic PDE
β Scribed by Wendell H. Fleming; Sheunn-Jyi Sheu
- Publisher
- Springer
- Year
- 1985
- Tongue
- English
- Weight
- 511 KB
- Volume
- 13
- Category
- Article
- ISSN
- 0095-4616
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