One-dimensional heat equation with discontinuous conductance (Q2018910)
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scientific article
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| English | 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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0.92745245
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0.8876736
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0.8862604
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0.88426733
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