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Application of the numerical integration of stochastic equations to solving boundary-value problems with Neumann’s boundary conditions. (English. Russian original) Zbl 0888.60050
Theory Probab. Appl. 41, No. 1, 170-177 (1996); translation from Teor. Veroyatn. Primen. 41, No. 1, 210-218 (1996).

MSC:
60H15 Stochastic partial differential equations (aspects of stochastic analysis)
65C99 Probabilistic methods, stochastic differential equations
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