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.