Boundary Conditions for the Heat Equation in a Several-Dimensional Region

DOI10.1017/S0027763000014872zbMath0215.53502OpenAlexW1528831026MaRDI QIDQ5618807

H. P. jun. McKean, Giovanni Gallavotti

Publication date: 1972

Published in: Nagoya Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0027763000014872

Mathematics Subject Classification ID

Brownian motion (60J65) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (4)

The snapping out Brownian motion ⋮ Heat flow in polygons with reflecting edges ⋮ Iterated elastic Brownian motions and fractional diffusion equations ⋮ Optimization and growth in first-passage resetting

Cites Work

• On boundary conditions for multi-dimensional Brownian motions with symmetric resolvent densities
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