A Probabilistic Representation of the Solution of the Directional Derivative Problem

DOI10.1137/1118015MaRDI QIDQ4054462zbMATH OpenOpenAlexFDO

Authors Alexander Korostelev

Publication date 1973

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1118015

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65)

Cited in

(1)

• Improved upper bounds for the hot spots constant of Lipschitz domains

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