Author:
Gallavotti G.,McKean H. P.
Abstract
AbstractThe heat equation is to be solved in a severaldimensional region D with on the boundary B of D. The elementary solution (Green’s function) is interpreted as the transition density of an associated Brownian motion. The latter is built up pathwise from the free Brownian motion by simple geometric and probabilistic transformations.
Publisher
Cambridge University Press (CUP)
Reference7 articles.
1. Brownian motion on a half-line;Itô;Illinois J. Math.,1963
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