Explicit solutions of G-heat equation with a class of initial conditions by G-Brownian motion
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🧮 math.PR
keywords
equationg-browniang-heatinitialmotionclassconditionconditions
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We obtain the viscosity solution of G-heat equation with the initial condition $\phi(x)=x^{n}$ for each integer $n\geq1$ using the method of G-Brownian motion.
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