On matching diffusions, Laplace transforms and partial differential equations (Q492943)
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scientific article
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| English | On matching diffusions, Laplace transforms and partial differential equations |
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On matching diffusions, Laplace transforms and partial differential equations (English)
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21 August 2015
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diffusions
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Laplace transform
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Feynman-Kac theorem
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hyperbolic partial differential equations
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Brownian motion
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squared Bessel process
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wave equation
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0.7107658982276917
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0.7100114822387695
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0.7005711793899536
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