Probabilistic representation of heat equation of convolution type (Q3440825)
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scientific article; zbMATH DE number 5158811
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Probabilistic representation of heat equation of convolution type |
scientific article; zbMATH DE number 5158811 |
Statements
Probabilistic representation of heat equation of convolution type (English)
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29 May 2007
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heat equation
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convolution
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Itô's formula
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Brownian functional
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0.7846584320068359
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0.7810167074203491
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0.7746421098709106
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0.774429976940155
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