Asymptotic behavior of a solution to the problem of Brownian motion
Numerical methods and programming, Tome 4 (2003) no. 1, pp. 19-25
Voir la notice de l'article provenant de la source Math-Net.Ru
An asymptotic expansion of a solution to the first boundary value problem
for the model equation of Brownian motion is constructed.
Keywords:
Brownian motion, boundary value problem, asymptotic expansion.
@article{VMP_2003_4_1_a2,
author = {Yu. P. Gor'kov},
title = {Asymptotic behavior of a solution to the problem of {Brownian} motion},
journal = {Numerical methods and programming},
pages = {19--25},
publisher = {mathdoc},
volume = {4},
number = {1},
year = {2003},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/VMP_2003_4_1_a2/}
}
Yu. P. Gor'kov. Asymptotic behavior of a solution to the problem of Brownian motion. Numerical methods and programming, Tome 4 (2003) no. 1, pp. 19-25. http://geodesic.mathdoc.fr/item/VMP_2003_4_1_a2/