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Erschienen in:
1989 | OriginalPaper | Buchkapitel
Markov Processes and Integral Equations
verfasst von : S. M. Ermakov, V. V. Nekrutkin, A. S. Sipin
Erschienen in: Random Processes for Classical Equations of Mathematical Physics
Verlag: Springer Netherlands
Enthalten in: Professional Book Archive
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This chapter presents a survey of well-known connections between Markov processes and some equations arising from their consideration. These connections are of great interest, for they lay the foundations of the Monte Carlo method for the solution of the corresponding equations. It is natural, of course, that various types of processes lead to a variety of equations.