Abstract:
A simple method is proposed for constructing a probabilistic representation of a solution in the first boundary problem for some linear elliptic and parabolic systems of equations.
Citation:
G. N. Mil'šteǐn, “On a probabilistic solution of linear systems of elliptic and parabolic equations”, Teor. Veroyatnost. i Primenen., 23:4 (1978), 851–855; Theory Probab. Appl., 23:4 (1979), 820–824