A probabilistic construction for the solution of a general class of high order heat-type equations is constructed in terms of the scaling limit of random walks in the complex plane.
High order heat-type equations and random walks on the complex plane
Bonaccorsi, Stefano;Mazzucchi, Sonia
2014-01-01
Abstract
A probabilistic construction for the solution of a general class of high order heat-type equations is constructed in terms of the scaling limit of random walks in the complex plane.File in questo prodotto:
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