Tertuliano Franco, Patrícia Gonçalves, Nicolas Perkowski, Marielle Simon
Published 2020-10-01Version 1
By a probabilistic method we provide an explicit fundamental solution of the Cauchy problem associated to the heat equation on the half-line with constant drift and Dirichlet boundary condition at zero.
The heat equation with order-respecting absorption and particle systems with topological interaction
Nonstandard Martingales, Markov Chains and the Heat Equation
On a new probabilistic representation for the solution of the heat equation
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