Authors : R. K. Rajurkar
Page Nos : 235-238
Description :
In this paper,discuss some boundary value problem, can be solved using the method of stochastic analysis,perhaps the most celebrates exampale is Shizuo Kakutani’s 1944 solution of the dirichlet problems for the Laplace oprator using Brounian motion.the idea of the stochastic method for solving this problem first,one find an diffusion X whose infinitesimal generator.A coincider with L on compactly supported C2 fuction.
