Similarity solutions of partial differential equations in probability

DOI10.1155/2011/689427zbMath1231.60083OpenAlexW2035203316WikidataQ58692049 ScholiaQ58692049MaRDI QIDQ642447

Mario Lefebvre

Publication date: 26 October 2011

Published in: Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2011/689427

zbMATH Keywords

method of separation of variablesmethod of similarity solutionstwo-dimensional diffusion processes

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

Cites Work

• Hitting spheres with Brownian motion
• The joint distribution of the hitting time and place to a sphere or spherical shell for Brownian motion with drift
• A Probability Approach to the Heat Equation
• Some Theorems Concerning 2-Dimensional Brownian Motion
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