HITTING SPHERES WITH BROWNIAN-MOTION AND SOMMERFELD RADIATION CONDITION

[摘要] By taking the Laplace transform of the scalar wave equation an inhomogeneous problem of the Helmholtz type is obtained. For this problem a probabilistic representation of the solution exists. Using the hitting distribution of a sphere by Brownian motion, we show that this representation satisfies a Sommerfeld radiation condition. (C) 1994 Academic Press, Inc.

[发布日期] 1994-03-01