Kk. Sabelfeld, INTEGRAL AND PROBABILISTIC REPRESENTATIONS FOR SYSTEMS OF ELLIPTIC-EQUATIONS, Mathematical and computer modelling, 23(8-9), 1996, pp. 111-129
We present probabilistic representations for some systems of elliptic
equations constructed as expectations of functionals of some specific
Markov chains, in particular, the walk on spheres processes; These rep
resentations are deduced from converse mean value theorems that we pro
ve for the equations under analysis, especially the Lame equation of e
lasticity theory. We construct Monte Carlo algorithms, and estimate th
e variances and the cost.