A developed solution of the stochastic Milne problem using probabilistic transformations

DOI10.1016/j.amc.2010.04.003zbMath1197.60071MaRDI QIDQ984317

J. Martínez

Publication date: 19 July 2010

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2010.04.003

zbMATH Keywords

integral transformation; Milne problem; continuous stochastic medium; exponential variations; extrapolation distance; Gaussian variations; random variable transformation (RVT); stochastic integro-differential equation (SIDE)

Mathematics Subject Classification ID

82C70: Transport processes in time-dependent statistical mechanics

60H35: Computational methods for stochastic equations (aspects of stochastic analysis)

65C30: Numerical solutions to stochastic differential and integral equations

60H20: Stochastic integral equations

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