Explicit solutions of G-heat equation with a class of initial conditions by G-Brownian motion

Details Explicit solutions of G-heat equation with a class of initial conditions by G-Brownian motion Explicit solutions of G-heat equation with a class of initial conditions by G-Brownian motion

2009-07-16

arxiv.org/abs/0907.2748v1

Mathematics

Probability

12 pages

Scientific paper

We obtain the viscosity solution of G-heat equation with the initial
condition $\phi(x)=x^{n}$ for each integer $n\geq1$ using the method of
G-Brownian motion.

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