Geodesic
Monte Carlo solution of a~parabolic equation with a~random coefficient
Sibirskij žurnal vyčislitelʹnoj matematiki, Tome 4 (2001) no. 4, pp. 389-402

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A parabolic equation is considered. Its coefficient in the linear term, the right-hand side, and the initial value of the equation are random functions. Some Monte Carlo estimators for sample values of its solution and for some functionals are constructed and verified. 
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     author = {N. A. Simonov},
     title = {Monte {Carlo} solution of a~parabolic equation with a~random coefficient},
     journal = {Sibirskij \v{z}urnal vy\v{c}islitelʹnoj matematiki},
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     number = {4},
     year = {2001},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/SJVM_2001_4_4_a7/}
}
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N. A. Simonov. Monte Carlo solution of a~parabolic equation with a~random coefficient. Sibirskij žurnal vyčislitelʹnoj matematiki, Tome 4 (2001) no. 4, pp. 389-402. http://geodesic.mathdoc.fr/item/SJVM_2001_4_4_a7/