On the Dirichlet problem

被引:1
作者
Villa-Morales, Jose [1 ]
机构
[1] Univ Autonoma Aguascalientes, Dept Matemat & Fis, Aguascalientes 20131, Ags, Mexico
关键词
Dirichlet problem; Discrete-time martingales; Monte Carlo method;
D O I
10.1016/j.exmath.2012.08.008
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
A particular case of the Dirichlet problem is solved using the Convergence Theorem for discrete-time martingales and the mean value property of harmonic functions as the main tools. (C) 2012 Elsevier GmbH. All rights reserved.
引用
收藏
页码:406 / 411
页数:6
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