Exploració per tema "Brownian snake"
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From probability to PDEs : Stochastic differential equations and applications
(Universitat Politècnica de Catalunya, 2014-07)
Projecte Final de Màster Oficial
Accés obertThe goal of this project is to give probabilistic representations of solution of different types of PDEs. In particular, we study the Brownian motion and relate this concept with the solution of linear PDEs. Moreover, we ...