In this dissertation, we propose numerical methods for computing the boundary local time of reflecting Brownian motion (RBM) in 3d and its use in the probabilistic representation of the solution of the Laplace equation with the Neumann and Robin b...
In this dissertation, we propose numerical methods for computing the boundary local time of reflecting Brownian motion (RBM) in 3d and its use in the probabilistic representation of the solution of the Laplace equation with the Neumann and Robin b...