Solution of the dirichlet problem for the equation Δu-cu = −q by a model of “walks on spheres”

Author:

Elepov B.S.,Mikhailov G.A.

Publisher

Elsevier BV

Subject

General Engineering

Reference11 articles.

1. Markov processes;Dynkin,1962

2. The calculation of continual integrals by the Monte Carlo method;Gel'fand;Izv. vysov. Ser. mat.,1958

3. Some continuous Monte Carlo methods for the Dirichlet problem;Muller;Ann. Math. Statistics,1956

4. The method of statistical trials (The Monte Carlo method);Buslenko,1962

5. First passage times and sojourn times for Brownian motion in space and the exact Hausdorff measure of the sample path;Ciesielski;Trans. Amer. Math. Soc.,1962

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