Num. Meth. Prog., 2003 Volume 4, Issue 1, Pages 19–25
(Mi vmp697)
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This article is cited 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.
UDC:
517.96
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