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math.PR2020
The Fundamental Solution for the Heat Equation on the half-line with Drift and Dirichlet Boundary Condition
Tertuliano Franco, Patrícia Gonçalves, Nicolas Perkowski +1
By a probabilistic method we provide an explicit fundamental solution of the Cauchy problem associated to the heat equation on the half-line with constant drift and Dirichlet bound…
math.PR2020
Uniform approximation of 2 Navier-Stokes equation by stochastic interacting particle systems
Franco Flandoli, Christian Olivera, Marielle Simon
We consider an interacting particle system modeled as a system of stochastic differential equations driven by Brownian motions. We prove that the (mollified) empirical process…