Article ID Journal Published Year Pages File Type
9718167 Nonlinear Analysis: Theory, Methods & Applications 2005 13 Pages PDF
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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Physical Sciences and Engineering Engineering Engineering (General)
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