A Probabilistic Proof of the Solution of the Heat Equation

• 발행기관: 호서대학교 기초과학연구소
• 저자명: Hyun Jung Kim
• 간행물 정보: 『기초과학연구 논문집』제17권 제1호, 9~13쪽, 전체 5쪽
• 주제분류: 공학 > 공학일반
• 파일형태: PDF
• 발행일자: 2009.12.30

영문 초록

In this section, we give a probabilistic proof of the existence and uniqueness of the solution of the initial value problem of heat equation under the assumption that Ric(M) > —K for some nonnegative constant K.

목차

Ⅰ. Introduction

Ⅱ. The Probabilistic Proof of the Existence and Unique­ ness of the Solution of the Heat Equation

Reference

키워드

Brownian Motion Manifold Martingale Heat Equation