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Publication:2930843
zbMath1359.60003MaRDI QIDQ2930843
Publication date: 20 November 2014
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
stochastic differential equationDirichlet problemsimulationBrownian motionharmonic measuredensity functionLévy process\(\alpha\)-stable processmean exit time
Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Brownian motion (60J65) Applications of stochastic analysis (to PDEs, etc.) (60H30) White noise theory (60H40) Generation, random and stochastic difference and differential equations (37H10) Random dynamical systems (37H99)
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