There are several relations between natural phenomena and probability theory. In particular, it is known that there are relations between stochastic processes and partial differential equations. I would introduce solutions of special SDE (stochastic process) represents solutions of PDE. 한글 요약 - SDE의 해 구하기 - PDE에 상응하는 SDE의 해로 PDE의 해를 확률론적으로 표현한다.
타이거 세미나
제목 | (영문발표 20180412 Probabilistic solutions of PDE) 유준희 |
---|---|
내용 |
|
첨부 |
BK21_2018_1_second.pdf
|