Representation of a solution to a boundary value problem in half-space for the stationary equation of Brownian motion

Authors

  • Yu.P. Gorkov

Keywords:

броуновское движение
краевая задача
асимптотическое разложение

Abstract

An explicit solution to the first boundary value problem in half-space for the stationary equation of Brownian motion is constructed.

New computational technologies

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Published

2004-04-15

Issue

Vol. 5 (2004): Issue 1.

Section

Section 1. Numerical methods and applications

Author Biography

Yu.P. Gorkov

Lomonosov Moscow State University,
Research Computing Center

References

  1. Горьков Ю.П. Формула решения одной краевой задачи для стационарного уравнения броуновского движения // Доклады АН СССР. 1974. 223, № 3. 525-528.
  2. Pagani C. On the parabolic equation m sgn (x) ,|x|ρ uy - u_ xx = 0 and a related one // Annali di matematica pure ed applicata. 1974. T. IV , N 1. 333-399.