On the Dirichlet problem

DOI10.1016/J.EXMATH.2012.08.008zbMath1259.60045OpenAlexW2026594140MaRDI QIDQ1931423

José Villa Morales

Publication date: 14 January 2013

Published in: Expositiones Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.exmath.2012.08.008

zbMATH Keywords

Dirichlet problemMonte Carlo methoddiscrete-time martingales

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Initial-boundary value problems for second-order parabolic equations (35K20)

Related Items (1)

Initial-boundary value problem for the heat equation -- a stochastic algorithm

Cites Work

• Some Continuous Monte Carlo Methods for the Dirichlet Problem
• Semimartingales and Subharmonic Functions
• Two-dimensional Brownian motion and harmonic functions
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