The exterior Dirichlet problem and Brownian motion with drift

MaRDI QIDQ5293447zbMATH OpenFDO

Authors Li Tang, Wensheng Yang

Publication date 2 July 2007

Mathematics Subject Classification ID

Brownian motion (60J65) Applications of stochastic analysis (to PDEs, etc.) (60H30) Probabilistic potential theory (60J45)

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(9)

• scientific article; zbMATH DE number 1861616 (Why is no real title available?)
• Coupling for drifted Brownian motion on an interval with redistribution from the boundary
• An extremum problem for some class of Brownian motions with drifts
• Computation of the local time of reflecting Brownian motion and the probabilistic representation of the Neumann problem
• scientific article; zbMATH DE number 1819891 (Why is no real title available?)
• Asymptotic behaviour of a Brownian motion on exterior domains
• Probabilistic numerical method for the exterior Dirichlet problem
• Probabilistic methods for numerical solutions of the exterior Dirichlet problem
• On potential theory of hyperbolic Brownian motion with drift

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