One-dimensional heat equation with discontinuous conductance (Q2018910)

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One-dimensional heat equation with discontinuous conductance
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    One-dimensional heat equation with discontinuous conductance (English)
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    26 March 2015
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    one-dimensional heat equation
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    discontinuous conductance
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    stochastic differential equation
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    semimartingale local time
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    strong solution
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    skew Brownian motion
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    heat kernel
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    asymptotic expansion
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