A probabilistic solution of the Neumann problem for the Poisson equation in a Hilbert space domain
The author derives a formula expressing the solution of the Neumann problem in a domain of the Hilbert space with smooth boundary. To this end a functional is constructed with the use of mapped Brownian motion in the given domain and an integration with respect to Wiener measure is carried out.
scientific article; zbMATH DE number 1134971
scientific article