• From probability to PDEs : Stochastic differential equations and applications 

      Luque Medina, Jennifer (Universitat Politècnica de Catalunya, 2014-07)
      Projecte Final de Màster Oficial
      Accés obert
      The 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 ...