Stochastic methods for Dirichlet problems

Author:

Vigo-Aguiar J.,Ardanuy-Albajar R.,Wade Bruce A.

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Modelling and Simulation

Reference26 articles.

1. Abramowitz M. and Stegun I.A.: Handbook of Mathematical Functions, Dover Pub. Inc., New York, 1968.

2. Bonami A., Karoui N., Roynette B. and Reinhard, H.: Processus de diffusion associé a un opérateur elliptique dégénré, Ann. Inst. Henri Poincaré, B 7 (1971), 31–80.

3. Buchmann F. M. and Petersen W. P.: Solving Dirichlet problems numerically using the Feynman–Kac representation, BIT Numer. Math. 43(3) (2003), 519–540.

4. Cohn P. M.: Algebra, Vol. 1. London, Wiley, 1974.

5. Dynkin E. B.: Morkov Processes, Vol. I & II (translated into English from the original Russian), Berlin Heidelberg New York, Springer, 1965.

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