ABSTRACT
In the first third of this chapter, we will show how Brownian motion can be used to construct (classical) solutions of the following equations: u t = 1 2 Δ u u t = 1 2 Δ u + g u t = 1 2 Δ u + c u https://s3-euw1-ap-pe-df-pch-content-public-p.s3.eu-west-1.amazonaws.com/9780203738283/0626314b-605c-46bd-9776-73db63c067fb/content/eq970.tif"/>
