Question: Table 8.1 No . 2 records the solution to the initial value problem (8.6). Explain how this result follows from our considerations regarding (8.3) and

Table 8.1 No . 2 records the solution to the initial value problem (8.6). Explain how this result follows from our considerations regarding (8.3) and (8.7).

Data From Equation (8.3)

Let (Bt)to be a BMd and f = B(Rd) such that f(x)|

Data From Problem (8.6)

< Ceclxl. Then u(t, x) = EX f(B) is the unique solution

Data From problem (8.7)

to the heat equation (8.3) satisfying the growth estimate lu(t, x)| <

Data From Table 8.1

CeClxl. ==


Let (Bt)to be a BMd and f = B(Rd) such that f(x)| < Ceclxl. Then u(t, x) = EX f(B) is the unique solution to the heat equation (8.3) satisfying the growth estimate lu(t, x)| < CeClxl. ==

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Probability And Stochastic Modeling Questions!