The Exterior Dirichlet Problem and Brownian Motion with Drift
Dirichlet外问题与漂移布朗运动

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.