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Solving deterministic problems by stochastic approximation

✍ Scribed by H Sugiyama; E.S Lee


Publisher
Elsevier Science
Year
1989
Tongue
English
Weight
538 KB
Volume
138
Category
Article
ISSN
0022-247X

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πŸ“œ SIMILAR VOLUMES


The solving of boundary value problems b
✍ G.N. Milshtein πŸ“‚ Article πŸ“… 1995 πŸ› Elsevier Science 🌐 English βš– 453 KB

We will consider two boundary value problems with Dirichlet and Neumann boundary conditions for the equations of parabolic type. Probabilistic representations of solutions of these problems are connected with stochastic differential systems. For realization of the representations we construct Markov