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Teoriya Veroyatnostei i ee Primeneniya, 1973, Volume 18, Issue 1, Pages 172–176
(Mi tvp2691)
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This article is cited in 1 scientific paper (total in 1 paper)
Short Communications
A probabilistic representation of the solution of the directional derivative problem
A. P. Korostelev Moscow
Abstract:
Let $\mathbf A$ be аn elliptic differential operator of the second order in a domain $D$ of an $N$-dimentional Euclidean space; $l$ be a smooth vector field on the boundary. A probabilistic representation for the solution of the boundary value problem $Au=0$, $\partial u/dl|_{\partial D}=f$ is given in terms of the local time on the boundary. The central limit theorem is proved for a functional of the type of the local time on the boundary.
Received: 14.10.1971
Citation:
A. P. Korostelev, “A probabilistic representation of the solution of the directional derivative problem”, Teor. Veroyatnost. i Primenen., 18:1 (1973), 172–176; Theory Probab. Appl., 18:1 (1973), 169–172
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