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

نویسنده

  • Mingshang Hu
چکیده

We obtain the viscosity solution of G-heat equation with the initial condition φ(x) = x for each integer n ≥ 1 using the method of G-Brownian motion.

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تاریخ انتشار 2009