The Simplest Random Walks for the Dirichlet Problem (Q4442886)
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scientific article; zbMATH DE number 2030759
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Simplest Random Walks for the Dirichlet Problem |
scientific article; zbMATH DE number 2030759 |
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The Simplest Random Walks for the Dirichlet Problem (English)
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21 January 2004
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Dirichlet problem
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parabolic equations
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elliptic equations
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stochastic differential equations
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probabilistic representation
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weak approximations of solutions of stochastic differential equations
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Markov chains
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random walks
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