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On a class of parabolic differential equations driven with stochastic point processes

Published online by Cambridge University Press:  14 July 2016

K. Gopalsamy and
A. T. Bharucha-Reid
K. Gopalsamy
Affiliation:
The Flinders University of South Australia
A. T. Bharucha-Reid
Affiliation:
Wayne State University, Detroit, Michigan
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Abstract

This paper is concerned with the solution of an initial and boundary value problem for a parabolic differential equation driven by a stochastic point process.

Keywords

RANDOM PARTIAL DIFFERENTIAL EQUATIONSTOCHASTIC POINT PROCESSGENERALIZED RANDOM FUNCTIONSPOISSON PROCESSCONFINEMENT PROBABILITY

Information

Type
Research Papers
Information
Journal of Applied Probability , Volume 12 , Issue 1 , March 1975, pp. 98 - 106
Copyright
Copyright © Applied Probability Trust 1975 

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References

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