• Probabilistic representations of solutions to the heat equation

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    • Keywords


      Brownian motion; heat equation; translation operators; infinite dimensional stochastic differential equations

    • Abstract


      In this paper we provide a new (probabilistic) proof of a classical result in partial differential equations, viz. if ϕ is a tempered distribution, then the solution of the heat equation for the Laplacian, with initial condition ϕ, is given by the convolution of ϕ with the heat kernel (Gaussian density). Our results also extend the probabilistic representation of solutions of the heat equation to initial conditions that are arbitrary tempered distributions.

    • Author Affiliations


      B Rajeev1 S Thangavelu1

      1. Indian Statistical Institute, R.V. College Post, Bangalore - 560 059, India
    • Dates

  • Proceedings – Mathematical Sciences | News

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      Posted on July 25, 2019

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