| 一类边值问题的随机分析解法 |
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| 引用本文： | 杨庆季.一类边值问题的随机分析解法[J].应用数学,1991,4(4):86-97. |
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| 作者姓名： | 杨庆季 |
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| 作者单位： | 南开大学 300071 |
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| 摘 要： | 本文首先利用一类偏微分方程边值问题基本解的性质,构造并讨论了R~d中有界C~3区域上反射扩散过程及相应的边界局部时.作为它们的应用,我们用随机分析的方法给出了一类偏微分方程第三边值问题唯一有界解的明显表达式.
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| 关 键 词： | 基本解 反射扩散过程 边值问题 |
Solving Boundary Value Problems by Means of Stochastic Calculus |
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| Yang Qingji.Solving Boundary Value Problems by Means of Stochastic Calculus[J].Mathematica Applicata,1991,4(4):86-97. |
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| Authors: | Yang Qingji |
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| Institution: | Nankai University Tianjin 300071 |
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| Abstract: | In this paper the author first discusses the reflecting diffusion process on a bounded C~3 domain in R~d and its boundary local time, and then explores their applications to solving boundary value problems for certain kinds of differential equations. |
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| Keywords: | Fundamental solution Reflecting diffusion process Boundary value problem |
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