scientific article; zbMATH DE number 3865800

MaRDI QIDQ3333424zbMATH OpenFDO

Authors Jean-Louis Verdier

Publication date 1980

zbMATH Keywords

Brownian motionheat equationFourier methodrepresentationelementary solution

Mathematics Subject Classification ID

Brownian motion (60J65) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Heat equation (35K05) Representations of solutions to partial differential equations (35C99)

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Cited in

(3)

• On a new probabilistic representation for the solution of the heat equation
• Kolmogorov problem for the heat equation and its probabilistic counterpart
• Do minimal solutions of heat equations characterize diffusions?

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