High Order Heat-type Equations and Random Walks on the Complex Plane

Stefano Bonaccorsi; Sonia Mazzucchi

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arXiv · 1402.6140

High Order Heat-type Equations and Random Walks on the Complex Plane

Stefano Bonaccorsi·Sonia Mazzucchi

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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.

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Stefano Bonaccorsi, Sonia Mazzucchi. 2014-02-25. High Order Heat-type Equations and Random Walks on the Complex Plane. https://arxiv.org/abs/1402.6140

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