An algorithm for random walks over small ellipsoids for solving the general Dirichlet problem (Q1323962)

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An algorithm for random walks over small ellipsoids for solving the general Dirichlet problem
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    An algorithm for random walks over small ellipsoids for solving the general Dirichlet problem (English)
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    6 July 1994
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    Dirichlet problem
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    stochastic differential equations
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    random walk
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