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Problem 5.6. Recall that the density of an SBM at time / 2 0 is given by V2 72 exp Show that the density satisfies

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Problem 5.6. Recall that the density of an SBM at time / 2 0 is given by V2 72 exp Show that the density satisfies the following partial differential heat equation: 1 22 In particular, show that with g(y, s) - and we have, for all a ( R and s _ 0 that g(y, s) = h(y, s)

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