Random walk and the heat equation /

Random walks (Mathematics)

Heat equation.

Probability theory and stochastic processes > Instructional exposition (textbooks, tutorial papers, etc.)

Probability theory and stochastic processes > Stochastic processes > Sums of independent random variables; random walks.

Probability theory and stochastic processes > Markov processes > Brownian motion.

Probability theory and stochastic processes > Stochastic processes > Martingales with discrete parameter.

Partial differential equations > Parabolic equations and systems > Heat equation.

Measure and integration > Classical measure theory > Fractals.