RANDOM EVOLUTIONS, MARKOV CHAINS, AND SYSTEMS OF PARTIAL DIFFERENTIAL EQUATIONS
AUTOR(ES)
Griego, R. J.
RESUMO
Several authors have considered Markov processes defined by the motion of a particle on a fixed line with a random velocity1, 6, 8, 10 or a random diffusivity.5, 12 A “random evolution” is a natural but apparently new generalization of this notion. In this note we hope to show that this concept leads to simple and powerful applications of probabilistic tools to initial-value problems of both parabolic and hyperbolic type. We obtain existence theorems, representation theorems, and asymptotic formulas, both old and new.
ACESSO AO ARTIGO
http://www.pubmedcentral.nih.gov/articlerender.fcgi?artid=277784Documentos Relacionados
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