Zobrazeno 1 - 2
of 2
pro vyhledávání: '"Jean-Paul Morillon"'
Autor:
Jean-Paul Morillon
Publikováno v:
Methodology and Computing in Applied Probability
Methodology and Computing in Applied Probability, Springer Verlag, 2013, 15 (4), pp.1-23. ⟨10.1007/s11009-013-9390-3⟩
Methodology and Computing in Applied Probability, Springer Verlag, 2013, 15 (4), pp.1-23. ⟨10.1007/s11009-013-9390-3⟩
23 pages; International audience; In this paper, we are interested in numerical solution of some linear boundary value problems with Wentzell's boundary part and superabundant data on this part, by the means of simulation of reflected random walks. W
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c2b668440b3250612b412ceb782eeea9
https://hal.archives-ouvertes.fr/hal-00967558
https://hal.archives-ouvertes.fr/hal-00967558
Autor:
Jean-Paul Morillon
Publikováno v:
International Journal for Numerical Methods in Engineering
International Journal for Numerical Methods in Engineering, Wiley, 1997, 40 (3), pp.387-405. ⟨10.1002/(SICI)1097-0207(19970215)40:33.0.CO;2-D⟩
International Journal for Numerical Methods in Engineering, Wiley, 1997, 40 (3), pp.387-405. ⟨10.1002/(SICI)1097-0207(19970215)40:33.0.CO;2-D⟩
International audience; The application of Itô's formula induces some probabilistic representations of solutions of deterministic linear problems with boundary conditions of Dirichlet, Neumann, Fourier and mixed types. These representations are used
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7d484fbef318123578e099b454c50f15
https://doi.org/10.1002/(sici)1097-0207(19970215)40:3<387::aid-nme69>3.0.co
https://doi.org/10.1002/(sici)1097-0207(19970215)40:3<387::aid-nme69>3.0.co
