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  • Search: subject:"Poisson’s equation"
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Poisson’s equation 2 Central limit theorem 1 Single-birth processes 1 Walk on spheres 1 h-Conditioned Green’s function 1
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Undetermined 2
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Article 2
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Given, James A. 1 Hwang, Chi-Ok 1 Jiang, Shuxia 1 Liu, Yuanyuan 1 Mascagni, Michael 1 Yao, Shuai 1
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Mathematics and Computers in Simulation (MATCOM) 1 Statistics & Probability Letters 1
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RePEc 2
Showing 1 - 2 of 2
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Poisson’s equation for discrete-time single-birth processes
Jiang, Shuxia; Liu, Yuanyuan; Yao, Shuai - In: Statistics & Probability Letters 85 (2014) C, pp. 78-83
We consider Poisson’s equation for discrete-time single-birth processes, and we derive its solutions by solving a … linear system of infinitely many equations. We apply the solution of Poisson’s equation to obtain the asymptotic variance …
Persistent link: https://www.econbiz.de/10010743578
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A Feynman–Kac path-integral implementation for Poisson’s equation using an h-conditioned Green’s function
Hwang, Chi-Ok; Mascagni, Michael; Given, James A. - In: Mathematics and Computers in Simulation (MATCOM) 62 (2003) 3, pp. 347-355
This study presents a Feynman–Kac path-integral implementation for solving the Dirichlet problem for Poisson’s equation …
Persistent link: https://www.econbiz.de/10011050910
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