scientific article; zbMATH DE number 67707

MaRDI QIDQ4013636zbMATH OpenFDO

Authors M. T. Bakoev

Publication date 27 September 1992

zbMATH Keywords

integral representation formulamixed problem for a parabolic equationMonte-Carlo method

Mathematics Subject Classification ID

Stochastic analysis (60H99) Inference from stochastic processes (62M99)

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Cited in

(3)

• Statistical algorithms for solving the Cauchy problem for second-order parabolic equations: the ``dual scheme
• The solution of a mixed problem for equations of the parabolic and hyperbolic type by the Monte Carlo method
• Monte Carlo approach to solution semilinear nonisotropic diffusion equation

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