High Order Heat-type Equations and Random Walks on the Complex Plane
Probability
2014-02-26 v1
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.
Keywords
Cite
@article{arxiv.1402.6140,
title = {High Order Heat-type Equations and Random Walks on the Complex Plane},
author = {Stefano Bonaccorsi and Sonia Mazzucchi},
journal= {arXiv preprint arXiv:1402.6140},
year = {2014}
}
Comments
18 pages, 2 figures