Computation of the local time of reflecting Brownian motion and the probabilistic representation of the Neumann problem (Q510240)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computation of the local time of reflecting Brownian motion and the probabilistic representation of the Neumann problem |
scientific article |
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Computation of the local time of reflecting Brownian motion and the probabilistic representation of the Neumann problem (English)
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17 February 2017
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reflecting Brownian motion
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Brownian motion
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boundary local time
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Skorohod problem
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random walk
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Laplace equation
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Neumann boundary condition
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walk-on-spheres
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numerical tests
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convergence
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