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Quiz · Ch.9
Immediate feedback after each question. Best score is stored locally.
Question 1 / 1
The diffusion (heat) equation
u
t
=
1
2
u
x
x
u_t=\tfrac12 u_{xx}
u
t
=
2
1
u
xx
is linked to Brownian motion via:
Only ODEs
The transition density / expectation
u
(
t
,
x
)
=
E
x
[
f
(
B
t
)
]
u(t,x)=\mathbb{E}^x[f(B_t)]
u
(
t
,
x
)
=
E
x
[
f
(
B
t
)]
Poisson processes alone
Deterministic transport
Check answer
x
x
x