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zbMath0993.60084MaRDI QIDQ2772037

Mihai Gradinaru, Madalina Deaconu, Jean Rodolphe Roche

Publication date: 18 February 2002

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

heat equation Brownian motion numerical computation sojourn time

Mathematics Subject Classification ID

Initial-boundary value problems for second-order parabolic equations (35K20) Brownian motion (60J65) Applications of stochastic analysis (to PDEs, etc.) (60H30) Boundary value problems in the complex plane (30E25)

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