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Numerical methods and programming, 2003, Volume 4, Issue 1, Pages 19–25
(Mi vmp697)
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This article is cited in 1 scientific paper (total in 1 paper)
Asymptotic behavior of a solution to the problem of Brownian motion
Yu. P. Gor'kov Lomonosov Moscow State University, Research Computing Center
Abstract:
An asymptotic expansion of a solution to the first boundary value problem
for the model equation of Brownian motion is constructed.
Keywords:
Brownian motion, boundary value problem, asymptotic expansion.
Citation:
Yu. P. Gor'kov, “Asymptotic behavior of a solution to the problem of Brownian motion”, Num. Meth. Prog., 4:1 (2003), 19–25
Linking options:
https://www.mathnet.ru/eng/vmp697 https://www.mathnet.ru/eng/vmp/v4/i1/p19
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