Numerical solution of the Robin problem of Laplace equations with a Feynman-Kac formula and reflecting Brownian motions (Q334322): Difference between revisions

@@ Property / cites work @@
+The rate of convergence of the walk on spheres algorithm
+Normal rank
@@ Property / cites work @@
+The heat equation and reflected Brownian motion in time-dependent domains.
+Normal rank
@@ Property / cites work @@
+Green, Brown, and Probability and Brownian Motion on the Line
+Normal rank
@@ Property / cites work @@
+Space-Time Approach to Non-Relativistic Quantum Mechanics
+Normal rank
@@ Property / cites work @@
+Functional Integration and Partial Differential Equations. (AM-109)
+Normal rank
@@ Property / cites work @@
+On Distributions of Certain Wiener Functionals
@@ Property / cites work: On Distributions of Certain Wiener Functionals / rank @@
+Normal rank
@@ Property / cites work @@
+A Feynman-Kac path-integral implementation for Poisson's equation using an \(h\)-conditioned Green's function
+Normal rank
@@ Property / cites work @@
+New Monte Carlo schemes for simulating diffusions in discontinuous media
+Normal rank
@@ Property / cites work @@
+Q4039796
@@ Property / cites work: Q4039796 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations with reflecting boundary conditions
+Normal rank
@@ Property / cites work @@
+Monte Carlo approximations of the Neumann problem
@@ Property / cites work: Monte Carlo approximations of the Neumann problem / rank @@
+Normal rank
@@ Property / cites work @@
+Some Continuous Monte Carlo Methods for the Dirichlet Problem
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations. An introduction with applications.
+Normal rank
@@ Property / cites work @@
+The probabilistic solution of the third boundary value problem for second order elliptic equations
+Normal rank
@@ Property / cites work @@
+Q4862694
@@ Property / cites work: Q4862694 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5618806
@@ Property / cites work: Q5618806 / rank @@
+Normal rank
@@ Property / cites work @@
+Numerical methods for linear boundary value problems based on Feynman-Kac representations
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations with reflecting boundary condition in convex regions
+Normal rank
@@ Property / cites work @@
+A Parallel Method for Solving Laplace Equations with Dirichlet Data Using Local Boundary Integral Equations and Random Walks
+Normal rank
@@ Property / cites work @@
+Computation of the local time of reflecting Brownian motion and the probabilistic representation of the Neumann problem
+Normal rank