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portada Stochastic Processes and Boundary Value Problems
Type
Physical Book
Language
English
Format
Paperback
Dimensions
22 x 0 cm
ISBN13
9786131252655

Stochastic Processes and Boundary Value Problems

New Book Imported to Netherlands
Delivery: 02 Oct - 06 Oct Shipping: 13 to 14 business days.
€ 142,34
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€ 142,34

Synopsis "Stochastic Processes and Boundary Value Problems"

Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. In mathematics, some boundary value problems can be solved using the methods of stochastic analysis. Perhaps the most celebrated example is Shizuo Kakutani''s 1944 solution of the Dirichlet problem for the Laplace operator using Brownian motion. However, it turns out that for a large class of semi-elliptic second-order partial differential equations the associated Dirichlet boundary value problem can be solved using an It process that solves an associated stochastic differential equation.

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