Solving Dirichlet problems numerically using the Feynman-Kac representation

BIT Numerical Mathematics

Volumn 43, Issue 3, 2003, Pages 519-540

  Buchmann, F M ^a   Petersen, W P ^a  

^a ETH ZURICH   (Switzerland)

Author keywords

Dirichlet; Monte Carlo; PDE; Stochastic differential equations

Indexed keywords

EID: 4043158407     PISSN: 00063835     EISSN: None     Source Type: Journal    
DOI: 10.1023/B:BITN.0000007060.39437.76     Document Type: Article

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