Article ID Journal Published Year Pages File Type
1155561 Stochastic Processes and their Applications 2015 22 Pages PDF
Abstract

A probabilistic construction for the solution of a general class of high order heat-type equations is constructed in terms of the scaling limit of random walks in the complex plane.

Keywords
Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
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High order heat-type equations and random walks on the complex plane
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