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megaproba
  • Member for 10 years, 2 months
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I am interested in probabilistic interpretation of elliptic PDEs.

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4
Hitting time of an Ornstein-Ulhenbeck process
Dec 10, 2015
question
3
probabilistic interpretation of elliptic equation with mixed boundary condition
Feb 22, 2015
question
3
inhomogeneous Ornstein-Ulhenbeck process / invariant probability measure
Mar 25, 2017
question
3
Most probable path for stochastic Hamiltonian systems
Jul 4, 2017
question
2
probabilistic interpretation of a finite difference scheme
May 31, 2015
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2
Ergodicity in Césaro mean : deterministic and stochastic cases
Apr 23, 2018
question
1
the most natural approach to solve an elliptic PDE in R^n [closed]
Feb 21, 2015
question
1
numerical scheme for SDE and empirical estimation of rate of convergence
Mar 16, 2017
question
1
interpretation of the transition probability of a brownian motion in terms of the Wiener measure
Jul 2, 2017
question
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how to impose a terminal condition in a minimisation problem?
Jul 24, 2018
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brownian motion and stochastic calculus - Karatzas& Shreve : 1.3 definition, page 2.