Numerical solution of the Robin problem of Laplace equations with a Feynman-Kac formula and reflecting Brownian motions (Q334322)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical solution of the Robin problem of Laplace equations with a Feynman-Kac formula and reflecting Brownian motions |
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Numerical solution of the Robin problem of Laplace equations with a Feynman-Kac formula and reflecting Brownian motions (English)
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1 November 2016
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Skorokhod problem
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boundary local time
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Feynman-Kac formula
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reflecting Brownian motion
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Brownian motion
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Laplace equation
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Robin boundary problem
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walk on spheres method
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numerical results
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