Geodesic
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.

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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},
     publisher = {mathdoc},
     volume = {5},
     number = {1},
     year = {2004},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/VMP_2004_5_1_a10/}
}
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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/