%0 Journal Article
%T The Exterior Dirichlet Problem and Brownian Motion with Drift<br>Dirichlet外问题与漂移布朗运动
%A Tang Li
%A Yang Wensheng
%A <br>唐立
%A 杨文胜
%J 系统科学与数学
%D 2006
%I 
%X In this paper, by using the deep connections between the Brownian motion with drift and the exterior Dirichlet problem, a new efficient probabilistic numerical method is proposed. The method is based on the stochastic representations of solutions, Brownian motion, Brownian motion with drift and the distribution of the time and place of hitting spheres from outside the sphere.
%K The exterior Dirichlet problem
%K Brownian motion with drift
%K the distributions of the time and place of hitting spheres from outside the sphere<br>Dirichlet外问题
%K 漂移布朗运动
%K 球外一点首中位置或首中时分布
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=6E709DC38FA1D09A4B578DD0906875B5B44D4D294832BB8E&cid=37F46C35E03B4B86&jid=0CD45CC5E994895A7F41A783D4235EC2&aid=CFCA04A97FF317AD&yid=37904DC365DD7266&vid=96C778EE049EE47D&iid=E158A972A605785F&sid=D8B37A0210DB6B9D&eid=D397660E39E3E461&journal_id=1000-0577&journal_name=系统科学与数学&referenced_num=0&reference_num=7