The exterior Dirichlet problem and Brownian motion with drift
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Publication:5293447
zbMATH Open1117.60076MaRDI QIDQ5293447FDOQ5293447
Authors: Li Tang, Wensheng Yang 
Publication date: 2 July 2007
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Brownian motion (60J65) Applications of stochastic analysis (to PDEs, etc.) (60H30) Probabilistic potential theory (60J45)
Cited In (9)
- Probabilistic methods for numerical solutions of the exterior Dirichlet problem
- Title not available (Why is that?)
- Probabilistic numerical method for the exterior Dirichlet problem
- An extremum problem for some class of Brownian motions with drifts
- Asymptotic behaviour of a Brownian motion on exterior domains
- Computation of the local time of reflecting Brownian motion and the probabilistic representation of the Neumann problem
- Coupling for drifted Brownian motion on an interval with redistribution from the boundary
- Title not available (Why is that?)
- On potential theory of hyperbolic Brownian motion with drift
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