Similarity solutions of partial differential equations in probability
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Publication:642447
DOI10.1155/2011/689427zbMath1231.60083WikidataQ58692049 ScholiaQ58692049MaRDI QIDQ642447
Publication date: 26 October 2011
Published in: Journal of Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2011/689427
method of separation of variables; method of similarity solutions; two-dimensional diffusion processes
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60J60: Diffusion processes
Cites Work
- Hitting spheres with Brownian motion
- The joint distribution of the hitting time and place to a sphere or spherical shell for Brownian motion with drift
- A Probability Approach to the Heat Equation
- Some Theorems Concerning 2-Dimensional Brownian Motion
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