Stochastic viscosity approximations of Hamilton–Jacobi equations and variance reduction (Q6050023): Difference between revisions

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Latest revision as of 22:05, 2 August 2024

scientific article; zbMATH DE number 7739214
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English
Stochastic viscosity approximations of Hamilton–Jacobi equations and variance reduction
scientific article; zbMATH DE number 7739214

    Statements

    Stochastic viscosity approximations of Hamilton–Jacobi equations and variance reduction (English)
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    18 September 2023
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    Monte Carlo methods
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    variance reduction
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    Feynman-Kac formula
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    Hamilton-Jacobi equations
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    viscosity solutions
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