Title: Random walk and the heat equation
Subjects: Probability theory and stochastic processes -- Instructional exposition (textbooks, tutorial papers, etc.)., Probability theory and stochastic processes -- Stochastic processes -- Martingales with discrete parameter, Heat equation, Partial differential equations -- Parabolic equations and systems -- Heat equation, Random walks (Mathematics), Probability theory and stochastic processes -- Markov processes -- Brownian motion, Measure and integration -- Classical measure theory -- Fractals, Probability theory and stochastic processes -- Stochastic processes -- Sums of independent random variables; random walks, Random walks (mathematics)