Abstract
The Diffusion Equation — Uniqueness — The Fundamental Solution — Symmetric Random Walk (n = 1) — Diffusion, Drift and Reaction — Multidimensional Random Walk — An Example of Reaction—Diffusion (n = 3) — The Global Cauchy Problem (n = 1) — An Application to Finance — Some Nonlinear Aspects
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© 2008 Springer-Verlag Italia
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Salsa, S. (2008). Diffusion. In: Partial Differential Equations in Action. Universitext. Springer, Milano. https://doi.org/10.1007/978-88-470-0752-9_2
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DOI: https://doi.org/10.1007/978-88-470-0752-9_2
Publisher Name: Springer, Milano
Print ISBN: 978-88-470-0751-2
Online ISBN: 978-88-470-0752-9
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