Random evolutions, markov chains, and systems of partial differential equations.

Abstract:

:Several authors have considered Markov processes defined by the motion of a particle on a fixed line with a random velocity(1, 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.

authors

Griego RJ,Hersh R

doi

10.1073/pnas.62.2.305

keywords:

subject

Has Abstract

pub_date

1969-02-01 00:00:00

pages

305-8

issue

2

eissn

0027-8424

issn

1091-6490

journal_volume

62

pub_type

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