On a probabilistic solution of linear systems of elliptic and parabolic equations
Teoriâ veroâtnostej i ee primeneniâ, Tome 23 (1978) no. 4, pp. 851-855
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A simple method is proposed for constructing a probabilistic representation of a solution in the first boundary problem for some linear elliptic and parabolic systems of equations.
@article{TVP_1978_23_4_a16,
author = {G. N. Mil'\v{s}teǐn},
title = {On a~probabilistic solution of linear systems of elliptic and parabolic equations},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {851--855},
year = {1978},
volume = {23},
number = {4},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1978_23_4_a16/}
}
G. N. Mil'šteǐn. On a probabilistic solution of linear systems of elliptic and parabolic equations. Teoriâ veroâtnostej i ee primeneniâ, Tome 23 (1978) no. 4, pp. 851-855. http://geodesic.mathdoc.fr/item/TVP_1978_23_4_a16/