A Feynman-Kac path-integral implementation for Poisson's equation using an \(h\)-conditioned Green's function (Q1873035)

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A Feynman-Kac path-integral implementation for Poisson's equation using an \(h\)-conditioned Green's function
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    A Feynman-Kac path-integral implementation for Poisson's equation using an \(h\)-conditioned Green's function (English)
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    19 May 2003
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    walk on spheres
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    \(h\)-conditioned Green's function
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    Poisson's equation
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    Feynmann-Kac path-integral
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    Dirichlet problem
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    Brownian trajectories
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    Brownian motion
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    numerical experiment
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