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- Stochastic_processes_and_boundary_value_problems abstract "In mathematics, some boundary value problems can be solved using the methods of stochastic analysis. Perhaps the most celebrated example is Shizuo Kakutani's 1944 solution of the Dirichlet problem for the Laplace operator using Brownian motion. However, it turns out that for a large class of semi-elliptic second-order partial differential equations the associated Dirichlet boundary value problem can be solved using an Itō process that solves an associated stochastic differential equation.".
- Stochastic_processes_and_boundary_value_problems wikiPageID "12195613".
- Stochastic_processes_and_boundary_value_problems wikiPageRevisionID "418388812".
- Stochastic_processes_and_boundary_value_problems hasPhotoCollection Stochastic_processes_and_boundary_value_problems.
- Stochastic_processes_and_boundary_value_problems subject Category:Boundary_conditions.
- Stochastic_processes_and_boundary_value_problems subject Category:Partial_differential_equations.
- Stochastic_processes_and_boundary_value_problems subject Category:Stochastic_differential_equations.
- Stochastic_processes_and_boundary_value_problems comment "In mathematics, some boundary value problems can be solved using the methods of stochastic analysis. Perhaps the most celebrated example is Shizuo Kakutani's 1944 solution of the Dirichlet problem for the Laplace operator using Brownian motion. However, it turns out that for a large class of semi-elliptic second-order partial differential equations the associated Dirichlet boundary value problem can be solved using an Itō process that solves an associated stochastic differential equation.".
- Stochastic_processes_and_boundary_value_problems label "Stochastic processes and boundary value problems".
- Stochastic_processes_and_boundary_value_problems sameAs m.02vvg0c.
- Stochastic_processes_and_boundary_value_problems sameAs Q7617830.
- Stochastic_processes_and_boundary_value_problems sameAs Q7617830.
- Stochastic_processes_and_boundary_value_problems wasDerivedFrom Stochastic_processes_and_boundary_value_problems?oldid=418388812.
- Stochastic_processes_and_boundary_value_problems isPrimaryTopicOf Stochastic_processes_and_boundary_value_problems.