Representation of a solution to a boundary value problem in half-space for the stationary equation of Brownian motion
Numerical methods and programming, Tome 5 (2004) no. 1, pp. 118-123
Cet article a éte moissonné depuis la source Math-Net.Ru
An explicit solution to the first boundary value problem in half-space for the stationary equation of Brownian motion is constructed.
Keywords:
Brownian motion, boundary value problems, stationary equations.
@article{VMP_2004_5_1_a10,
author = {Yu. P. Gor'kov},
title = {Representation of a solution to a boundary value problem in half-space for the stationary equation of {Brownian} motion},
journal = {Numerical methods and programming},
pages = {118--123},
year = {2004},
volume = {5},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/VMP_2004_5_1_a10/}
}
TY - JOUR AU - Yu. P. Gor'kov TI - Representation of a solution to a boundary value problem in half-space for the stationary equation of Brownian motion JO - Numerical methods and programming PY - 2004 SP - 118 EP - 123 VL - 5 IS - 1 UR - http://geodesic.mathdoc.fr/item/VMP_2004_5_1_a10/ LA - ru ID - VMP_2004_5_1_a10 ER -
%0 Journal Article %A Yu. P. Gor'kov %T Representation of a solution to a boundary value problem in half-space for the stationary equation of Brownian motion %J Numerical methods and programming %D 2004 %P 118-123 %V 5 %N 1 %U http://geodesic.mathdoc.fr/item/VMP_2004_5_1_a10/ %G ru %F VMP_2004_5_1_a10
Yu. P. Gor'kov. Representation of a solution to a boundary value problem in half-space for the stationary equation of Brownian motion. Numerical methods and programming, Tome 5 (2004) no. 1, pp. 118-123. http://geodesic.mathdoc.fr/item/VMP_2004_5_1_a10/