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Zhou_uncc_0694D_11225
Path Integral Methods Using Feynman-Kac Formula and Reflecting Brownian Motions for Neumann and Robin Problems
Zhou, Yijing
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 repres[...]
2016 | doctoral dissertations |
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