A Probabilistic Representation of Solution to the Cauchy Problem for Evolution Equation with Differential Operator of Order Greater Than 2


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Abstract

Let m be a positive integer. A probabilistic representation of a solution to the Cauchy problem for the high order heat type equation \( \frac{\partial u}{\partial t}={c}_m\frac{\partial^mu}{\partial^mx} \) is constructed. Bibliography: 11 titles

About the authors

M. V. Platonova

P. L. Chebysev Laboratory, St.Petersburg State University

Author for correspondence.
Email: mariyaplat@rambler.ru
Russian Federation, St.Petersburg


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