Feeling boundary by Brownian motion in a ball

DOI10.3233/ASY-211734zbMath1500.35278arXiv1909.04699OpenAlexW3209943523WikidataQ114038198 ScholiaQ114038198MaRDI QIDQ5046539

Grzegorz Serafin

Publication date: 31 October 2022

Published in: Asymptotic Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1909.04699

zbMATH Keywords

asymptoticsBrownian motionheat kernelLaplacianball

Mathematics Subject Classification ID

Asymptotic behavior of solutions to PDEs (35B40) Brownian motion (60J65) Heat equation (35K05) PDEs in connection with classical thermodynamics and heat transfer (35Q79) Diffusive and convective heat and mass transfer, heat flow (80A19)

Related Items (max. 100)

Feeling boundary by Brownian motion in a ball ⋮ Laplace Dirichlet heat kernels in convex domains

Cites Work

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• Diffusion processes in a small time interval

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