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A discrete analog of Kac's formula and optimal approximation of the solution of the heat equation - MaRDI portal

A discrete analog of Kac's formula and optimal approximation of the solution of the heat equation (Q1386831)

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scientific article; zbMATH DE number 1157090
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English
A discrete analog of Kac's formula and optimal approximation of the solution of the heat equation
scientific article; zbMATH DE number 1157090

    Statements

    A discrete analog of Kac's formula and optimal approximation of the solution of the heat equation (English)
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    26 May 1998
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    space-time Wiener process
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    space-time random walk
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