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

zbMath0898.35041MaRDI QIDQ1386831

George A. Anastassiou, Alexander D. Bendikov

Publication date: 26 May 1998

Published in: Indian Journal of Pure \& Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

space-time random walkspace-time Wiener process

Mathematics Subject Classification ID

Initial-boundary value problems for second-order parabolic equations (35K20) Theoretical approximation in context of PDEs (35A35) Discrete version of topics in analysis (39A12) Solutions to PDEs in closed form (35C05)

Related Items (1)

Decay of harmonic functions for discrete time Feynman--Kac operators with confining potentials

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