Solutions of semilinear wave equation via stochastic cascades

2009/11/29 by Yuri Bakhtin, Bakhtin, Yuri, Carl Mueller +1 · 1 citation
Economics, Econometrics and Finance · Engineering · Mathematics · #Stochastic processes and financial applications #Stability and Controllability of Differential Equations #Advanced Mathematical Physics Problems

paper · pdf · doi:10.48550/arxiv.0911.5450

Abstract

We introduce a probabilistic representation for solutions of quasilinear wave equation with analytic nonlinearities. We use stochastic cascades to prove existence and uniqueness of the solution.

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• Navier-Stokes Equations with Fractional Dissipation and Associated Doubly Stochastic Yule Cascades

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