A Probabilistic Formula for a Poisson Equation with Neumann Boundary Condition

A Probabilistic Formula for a Poisson Equation with Neumann Boundary Condition
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具有诺伊曼边界条件的泊松方程的概率公式

DOI:
10.1080/07362990902976520
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发表时间:
2009
影响因子:
1.3
通讯作者:
Etienne Pardoux
Etienne Pardoux
中科院分区:
数学4区
文献类型:
--
作者:
A. Benchérif;Etienne Pardoux

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本文推广了Brosamler公式(见“A probabalistic solution to the Neumann problem,”Math.Scand.1976,38:137-147),给出了欧氏空间中有界区域上具有Neumann边界条件的非退化Poisson型方程的概率解.
Abstract In this work we extend Brosamler's formula (see “A probabalistic solution to the Neumann problem,” Math. Scand. 1976, 38:137–147) and give a probabilistic solution of a non degenerate Poisson type equation with Neumann boundary condition in a bounded domain of the Euclidean space.