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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.".
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- Stochastic_processes_and_boundary_value_problems wikiPageOutDegree "31".
- Stochastic_processes_and_boundary_value_problems wikiPageRevisionID "607170393".
- Stochastic_processes_and_boundary_value_problems wikiPageWikiLink Almost_surely.
- Stochastic_processes_and_boundary_value_problems wikiPageWikiLink Boundary_(topology).
- Stochastic_processes_and_boundary_value_problems wikiPageWikiLink Boundary_value_problem.
- Stochastic_processes_and_boundary_value_problems wikiPageWikiLink Bounded_function.
- Stochastic_processes_and_boundary_value_problems wikiPageWikiLink Brownian_motion.
- Stochastic_processes_and_boundary_value_problems wikiPageWikiLink Category:Boundary_conditions.
- Stochastic_processes_and_boundary_value_problems wikiPageWikiLink Category:Partial_differential_equations.
- Stochastic_processes_and_boundary_value_problems wikiPageWikiLink Category:Stochastic_differential_equations.
- Stochastic_processes_and_boundary_value_problems wikiPageWikiLink Compact_support.
- Stochastic_processes_and_boundary_value_problems wikiPageWikiLink Connected_space.
- Stochastic_processes_and_boundary_value_problems wikiPageWikiLink Continuous_function.
- Stochastic_processes_and_boundary_value_problems wikiPageWikiLink Dirichlet_problem.
- Stochastic_processes_and_boundary_value_problems wikiPageWikiLink Eigenvalue.
- Stochastic_processes_and_boundary_value_problems wikiPageWikiLink Eigenvalues_and_eigenvectors.
- Stochastic_processes_and_boundary_value_problems wikiPageWikiLink Expected_value.
- Stochastic_processes_and_boundary_value_problems wikiPageWikiLink Infinitesimal_generator_(stochastic_processes).
- Stochastic_processes_and_boundary_value_problems wikiPageWikiLink Itô_calculus.
- Stochastic_processes_and_boundary_value_problems wikiPageWikiLink Itô_diffusion.
- Stochastic_processes_and_boundary_value_problems wikiPageWikiLink Itō_diffusion.
- Stochastic_processes_and_boundary_value_problems wikiPageWikiLink Itō_process.
- Stochastic_processes_and_boundary_value_problems wikiPageWikiLink Laplace_operator.
- Stochastic_processes_and_boundary_value_problems wikiPageWikiLink Mathematics.
- Stochastic_processes_and_boundary_value_problems wikiPageWikiLink Matrix_(mathematics).
- Stochastic_processes_and_boundary_value_problems wikiPageWikiLink Open_set.
- Stochastic_processes_and_boundary_value_problems wikiPageWikiLink Partial_differential_equation.
- Stochastic_processes_and_boundary_value_problems wikiPageWikiLink Partial_differential_equations.
- Stochastic_processes_and_boundary_value_problems wikiPageWikiLink Poisson_equation.
- Stochastic_processes_and_boundary_value_problems wikiPageWikiLink Poissons_equation.
- Stochastic_processes_and_boundary_value_problems wikiPageWikiLink Semi-elliptic_operator.
- Stochastic_processes_and_boundary_value_problems wikiPageWikiLink Shizuo_Kakutani.
- Stochastic_processes_and_boundary_value_problems wikiPageWikiLink Stochastic_differential_equation.
- Stochastic_processes_and_boundary_value_problems wikiPageWikiLink Stochastic_process.
- Stochastic_processes_and_boundary_value_problems wikiPageWikiLink Stochastic_processes.
- Stochastic_processes_and_boundary_value_problems wikiPageWikiLink Support_(mathematics).
- Stochastic_processes_and_boundary_value_problems wikiPageWikiLink Tensor_field.
- Stochastic_processes_and_boundary_value_problems wikiPageWikiLinkText "Stochastic processes and boundary value problems".
- Stochastic_processes_and_boundary_value_problems wikiPageWikiLinkText "solution of partial differential equations using stochastic processes".
- Stochastic_processes_and_boundary_value_problems wikiPageWikiLinkText "the methods of stochastic analysis".
- Stochastic_processes_and_boundary_value_problems wikiPageWikiLinkText "using the methods of stochastic analysis".
- Stochastic_processes_and_boundary_value_problems hasPhotoCollection Stochastic_processes_and_boundary_value_problems.
- Stochastic_processes_and_boundary_value_problems wikiPageUsesTemplate Template:Cite_book.
- Stochastic_processes_and_boundary_value_problems wikiPageUsesTemplate Template:Cite_journal.
- 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 type Process.
- 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=607170393.
- Stochastic_processes_and_boundary_value_problems isPrimaryTopicOf Stochastic_processes_and_boundary_value_problems.