Monte Carlo algorithms for the first boundary value problem for the elliptic equations
Some new stochastic algorithms for solving the second order elliptic equations with smooth coefficients are suggested.
97 MATHEMATICS AND COMPUTING↗
Engineering topics
Zeifman, Alexander I.
Publications and source records attributed to Zeifman, Alexander I..
Some functional limit theorems for compound Cox processes
An improved version of the functional limit theorem is proved establishing weak convergence of random walks generated by compound doubly stochastic Poisson processes (compound Cox processes) to Lévy processes in the Skorokhod space under more realistic moment conditions. As corollaries, theorems are proved on convergence of random walks with jumps having finite variances to Lévy processes with variance-mean mixed normal distributions, in particular, to stable Lévy processes.
97 MATHEMATICS AND COMPUTING↗