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math.PR2025
Some stochastic process techniques applied to deterministic models
Eric José Ávila-Vales, José Villa-Morales
Stochastic mathematical models are essential tools for understanding and predicting complex phenomena. The purpose of this work is to study the exit times of a stochastic dynamical…
math.PR2016
Solution of the Dirichlet problem for the equation by the Monte Carlo method
José Villa-Morales
In this paper we study the Dirichlet problem corresponding to an open bounded set and the operator \begin{equation*} A=\sum_{i=1}^{d}a\frac{\partial ^{2}}…