Abstract
In its protean form, the diffusion equation is one of the simplest partial differential equations:
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© 2001 Springer-Verlag New York, Inc.
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Steele, J.M. (2001). The Diffusion Equation. In: Stochastic Calculus and Financial Applications. Applications of Mathematics, vol 45. Springer, New York, NY. https://doi.org/10.1007/978-1-4684-9305-4_11
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DOI: https://doi.org/10.1007/978-1-4684-9305-4_11
Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4419-2862-7
Online ISBN: 978-1-4684-9305-4
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