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Part of the book series: Applications of Mathematics ((SMAP,volume 45))

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Abstract

In its protean form, the diffusion equation is one of the simplest partial differential equations:

$$\frac{{\partial u}}{{\partial t}} = \lambda \frac{{{\partial ^{2}}u}}{{\partial {x^{2}}}} $$
((11.1))

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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

  • eBook Packages: Springer Book Archive

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