{
  "id": "1002.4269",
  "version": "v1",
  "published": "2010-02-23T08:41:18.000Z",
  "updated": "2010-02-23T08:41:18.000Z",
  "title": "On a new probabilistic representation for the solution of the heat equation",
  "authors": [
    "Paolo Da Pelo",
    "Alberto Lanconelli"
  ],
  "comment": "14 pages",
  "categories": [
    "math.PR"
  ],
  "abstract": "We obtain a new probabilistic representation for the solution of the heat equation in terms of a product for smooth random variables which is introduced and studied in this paper. This multiplication, expressed in terms of the Hida-Malliavin derivatives of the random variables involved, exhibits many useful properties which are to some extents opposite to some peculiar features of the Wick product.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2010-02-23T08:41:18.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60H30",
      "60H07"
    ],
    "keywords": [
      "heat equation",
      "probabilistic representation",
      "smooth random variables",
      "peculiar features",
      "wick product"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 14,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2010arXiv1002.4269D"
    }
  }
}