The heat equation ∂p/∂t = Δp/2 is to be solved in a severaldimensional region D with ∂p = ∂p + jΔp/2 on the boundary B of D. The elementary solution (Green's function) is interpreted as the transition density of an associated Brownian motion. The latter is built up pathwise from the free Brownian motion by simple geometric and probabilistic transformations.
|Original language||English (US)|
|Number of pages||14|
|Journal||Nagoya Mathematical Journal|
|State||Published - Jan 1 1972|
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