Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
9718167 | Nonlinear Analysis: Theory, Methods & Applications | 2005 | 13 Pages |
Abstract
This paper analyses a pontwise limit of solutions to the first boundary value problem for the heat (or diffusion) equation in a sequence of unboundedly expanded domains of RN+1. The result implies asymptotic probability law for the standard N-dimensional Brownian motion.
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Authors
Ugur G. Abdulla,