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From probability to PDEs : Stochastic differential equations and applications

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hdl:2099.1/23138

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Luque Medina, Jennifer
Tutor / directorGonzález Nogueras, María del MarMés informació
Document typeMaster thesis
Date2014-07
Rights accessOpen Access
All rights reserved. This work is protected by the corresponding intellectual and industrial property rights. Without prejudice to any existing legal exemptions, reproduction, distribution, public communication or transformation of this work are prohibited without permission of the copyright holder
Abstract
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 study the fractional Laplacian starting from long jump random walks. Finally, we give a probabilistic solution of nonlinear PDEs thanks to the Brownian snake and relate this type of PDE with the singular Yamabe problem.
SubjectsDifferential equations, Elliptic, Equacions diferencials el·líptiques
DegreeMÀSTER UNIVERSITARI EN MATEMÀTICA AVANÇADA I ENGINYERIA MATEMÀTICA (Pla 2010)
URIhttp://hdl.handle.net/2099.1/23138
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  • Màsters oficials - Master of Science in Advanced Mathematics and Mathematical Engineering (MAMME) [282]
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