STOCHASTIC SOLUTIONS OF A CLASS OF HIGHER ORDER CAUCHY PROBLEMS IN Rd

We study solutions of a class of higher order partial differential equations in bounded domains. These partial differential equations appeared first time in the papers of Allouba and Zheng [4], Baeumer, Meerschaert and Nane [10], Meerschaert, Nane and Vellaisamy [37], and Nane [42]. We express the solutions by subordinating a killed Markov process by a hitting time of a stable subordinator of index 0 < beta < 1, or by the absolute value of a symmetric alpha-stable process with 0 < alpha <= 2, independent of the Markov process. In some special cases we represent the solutions by running composition of k independent Brownian motions, called k-iterated Brownian motion for an integer k >= 2. We make use of a connection between fractional-time diffusions and higher order partial differential equations established first by Allouba and Zheng [4] and later extended in several directions by Baeumer, Meerschaert and Nane [10].