Abstract
AbstractThe heat equation is to be solved in a severaldimensional region D with on the boundary B of D. The elementary solution (Green’s function) is interpreted as the transition density of an associated Brownian motion. The latter is built up pathwise from the free Brownian motion by simple geometric and probabilistic transformations.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.