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Numerical methods and programming, 2004, Volume 5, Issue 1, Pages 118–123
(Mi vmp672)
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This article is cited in 1 scientific paper (total in 1 paper)
Representation of a solution to a boundary value problem in half-space for the stationary equation of Brownian motion
Yu. P. Gor'kov Lomonosov Moscow State University, Research Computing Center
Abstract:
An explicit solution to the first boundary value problem in half-space for the stationary equation of Brownian motion is constructed.
Keywords:
Brownian motion, boundary value problems, stationary equations.
Citation:
Yu. P. Gor'kov, “Representation of a solution to a boundary value problem in half-space for the stationary equation of Brownian motion”, Num. Meth. Prog., 5:1 (2004), 118–123
Linking options:
https://www.mathnet.ru/eng/vmp672 https://www.mathnet.ru/eng/vmp/v5/i1/p118
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Abstract page: | 98 | Full-text PDF : | 38 |
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