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 Feb5 awarded Popular Question Sep24 awarded Popular Question Jul2 awarded Curious Nov2 comment Correlation coefficient of Wiener process The solutions for the exercises in this text are almost all available online (sorry I don't have a link) which makes it great for self study or supplementing another text. Nov2 comment Correlation coefficient of Wiener process amazon.com/gp/aw/d/3540047581 Nov2 asked Existence of non Borel-measurable function Oct30 awarded Popular Question Oct25 comment Correlation coefficient of Wiener process There are entire courses dedicated to this. You arent going to understand SDE's from a single answer on a QA site... Oct22 accepted Absolute continuity of the Lebesgue integral Oct22 asked Absolute continuity of the Lebesgue integral Apr6 comment Find all solutions of the 1-D heat equation of a specific form This is homework and I've actually solved it. I'll post the solution when I get the chance. Apr6 comment Find all solutions of the 1-D heat equation of a specific form That was my first thought as well but I believe I need two solutions to derive the others using variation of parameters. Is this correct? Apr6 comment Find all solutions of the 1-D heat equation of a specific form Thank you Douglas I should have included that with my original post. Apr5 asked Find all solutions of the 1-D heat equation of a specific form Apr1 comment Maximum Principle for Poisson Equation Got it. Thank you for your help. Apr1 accepted Maximum Principle for Poisson Equation Apr1 comment Maximum Principle for Poisson Equation I see... I'm not familiar with the notation you've used but I assume the infinity norm is the maximum of abs value? How do I take the laplacian of u+ to verify that the difference is non-positive? Apr1 comment Maximum Principle for Poisson Equation The expression for u+. Im not sure how you decided to do that Mar31 comment Maximum Principle for Poisson Equation Could you please explain your steps in the first few lines? Mar31 comment Maximum Principle for Poisson Equation There are no conditions on f and g. C>0 depends only on n