扩散方程的三种导出方法
Three Derivation Methods of Diffusion Equation
摘要:
布朗运动在金融工程、生物医药、物理以及管理科学中都有着重要的应用，而布朗运动又和数学物理中的扩散方程紧密相关。本文将详细的介绍扩散方程的三种导出方式，也就是从物理、随机以及泛函的角度导出扩散方程，为大家深入研究布朗运动提供参考。
Abstract:
Brownian motion has important applications among financial engineering, biology, physics and management science. Also Brownian motion is closed related to diffusion equation in mathematical physics. This article will introduce three derivation methods of diffusion equation in details, i.e., from the perspectives of physics, stochastics and functional analysis, in order to provide reference for people further studying Brownian motion.
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