Accession Number:

ADA000507

Title:

Probabilistic Methods for Finite Difference Approximations to Degenerate Elliptic and Parabolic Equations with Neumann and Dirichlet Boundary Conditions,

Descriptive Note:

Corporate Author:

BROWN UNIV PRIVIDENCE R I LEFSCHETZ CENTER FOR DYNAMICAL SYSTEMS

Personal Author(s):

Report Date:

1974-09-01

Pagination or Media Count:

44.0

Abstract:

The author considers several types of problems related to elliptic and parabolic equations with boundary conditions, their relation to diffusions that are reflected from or absorbed on a boundary, finite difference approximations to the partial differential equations and Markov chain approximations to the processes, relations between the discrete and continuous problems, and the problem of convergence of these approximations.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE