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Representation of a solution to a boundary value problem in half-space for the stationary equation of Brownian motion

Yu. P. Gor'kov

Lomonosov Moscow State University, Research Computing Center

Abstract: An explicit solution to the first boundary value problem in half-space for the stationary equation of Brownian motion is constructed.

Keywords: Brownian motion, boundary value problems, stationary equations.

UDC: 517.96