2 papers
math.PR2025
Beneath the kinetic interpretation of noise
Carlos Escudero, Helder Rojas
Diffusion theory establishes a fundamental connection between stochastic differential equations and partial differential equations. The solution of a partial differential equation…
math.PR2025
Stochastic Processes and Diffusion Equations
Helder Rojas
In these lecture notes, we explore the mathematical preliminaries and foundational concepts that connect stochastic processes with partial differential equations. We begin by inves…