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

Аннотация

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