The EMS Publishing House is now EMS Press and has its new home at ems.press.

Please find all EMS Press journals and articles on the new platform.

Zeitschrift für Analysis und ihre Anwendungen


Full-Text PDF (883 KB) | Metadata | Table of Contents | ZAA summary
Volume 3, Issue 5, 1984, pp. 425–433
DOI: 10.4171/ZAA/119

Published online: 1984-10-31

On an Evolution Equation for a Non-Hypoelliptic Linear Partial Differential Operator from Stochastics

Karl Doppel[1] and Niels Jacob[2]

(1) Freie Universität Berlin, Germany
(2) University of Wales, Swansea, UK

Recently E. B. Dynkin [2] introduced and studied a non-hypoelliptic linear partial differential operator of even order (with constant coefficients) which originates from the theory of multi-parametric stochastic processes. Motivated by the consideiations of Dynkin the authors have solved a generalized Dirichlet problem for this differential operator in their work [1]. Our aim in the present paper is to investigate the Cauchy problem for the corresponding evolution equation (in the time variable of first order); such a Cauchy problem could have applications to some questions from the stochastics.

No keywords available for this article.

Doppel Karl, Jacob Niels: On an Evolution Equation for a Non-Hypoelliptic Linear Partial Differential Operator from Stochastics. Z. Anal. Anwend. 3 (1984), 425-433. doi: 10.4171/ZAA/119