Initial-boundary value problem for the heat equation -- a stochastic algorithm (Q1661575)

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    Initial-boundary value problem for the heat equation -- a stochastic algorithm
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      Initial-boundary value problem for the heat equation -- a stochastic algorithm (English)
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      16 August 2018
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      initial-boundary value problem
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      heat equation
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      random walk
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      mean-value formula
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      heat balls
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      Riesz potential
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      submartingale
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      randomized algorithm
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