Probabilistic representation of heat equation of convolution type (Q3440825)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Probabilistic representation of heat equation of convolution type |
scientific article |
Statements
Probabilistic representation of heat equation of convolution type (English)
0 references
29 May 2007
0 references
heat equation
0 references
convolution
0 references
Itô's formula
0 references
Brownian functional
0 references
0 references
