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arXiv:0907.2748 [math.PR]AbstractReferencesReviewsResources

Explicit solutions of G-heat equation with a class of initial conditions by G-Brownian motion

Mingshang Hu

Published 2009-07-16Version 1

We obtain the viscosity solution of G-heat equation with the initial condition $\phi(x)=x^{n}$ for each integer $n\geq1$ using the method of G-Brownian motion.

Comments: 12 pages
Categories: math.PR
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