Brownian Motion and the Heat Equation
Part of the SpringerBriefs in Mathematical Physics book series (BRIEFSMAPHY, volume 12)
The proof of Theorem 3.2 uses extensively a representation of the solution of the heat equation in terms of Brownian motions.
KeywordsInitial Data Brownian Motion Lebesgue Measure Heat Equation Dirichlet Boundary
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© The Author(s) 2016