Solving high dimensional Dirichlet problems numerically using the Feynman-Kac representation
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Author / Producer
Date
2004
Publication Type
Doctoral Thesis
ETH Bibliography
yes
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published
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Contributors
Examiner : Jeltsch, Rolf
Examiner : Kloeden, Peter E.
Examiner : Petersen, Wesley Paul
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Pages / Article No.
Publisher
ETH Zürich
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Subject
RANDWERTPROBLEME BEI ELLIPTISCHEN DIFFERENTIALGLEICHUNGEN ZWEITER ORDNUNG (NUMERISCHE MATHEMATIK); FEYNMAN-KAC-FORMEL (FUNKTIONALANALYSIS); BOUNDARY VALUE PROBLEMS FOR ELLIPTIC DIFFERENTIAL EQUATIONS OF SECOND ORDER (NUMERICAL MATHEMATICS); FEYNMAN-KAC FORMULA (FUNCTIONAL ANALYSIS)
Organisational unit
03289 - Jeltsch, Rolf (emeritus)
Notes
Diss., Mathematische Wissenschaften, Eidgenössische Technische Hochschule ETH Zürich, Nr. 15547, 2004.