Show that p(x, t, y) = V2t satisfies the backward and forward diffusion Equations (8.5.1) and (852).

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Stochastic Processes

ISBN: 9780471120629

2nd Edition

Authors: Sheldon M. Ross

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Question Posted: Sep 06, 2024 09:04 AM

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Show that p(x, t, y) = V2t satisfies the backward and forward diffusion Equations (8.5.1) and (852).

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Stochastic Processes

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