A fully nonlinear Feynman-Kac formula with derivatives of arbitrary orders (Q2690084): Difference between revisions

@@ Property / cites work @@
+Probabilistic representation formula for the solution of fractional high-order heat-type equations
+Normal rank
@@ Property / cites work @@
+Machine learning approximation algorithms for high-dimensional fully nonlinear partial differential equations and second-order backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Algebraic renormalisation of regularity structures
+Normal rank
@@ Property / cites work @@
+Coefficients for the study of Runge-Kutta integration processes
+Normal rank
@@ Property / cites work @@
+Trees and numerical methods for ordinary differential equations
+Normal rank
@@ Property / cites work @@
+Lessons from quantum field theory: Hopf algebras and spacetime geometries
+Normal rank
@@ Property / cites work @@
+Nonexplosion of a class of semilinear equations via branching particle representations
+Normal rank
@@ Property / cites work @@
+A Multivariate Faa di Bruno Formula with Applications
+Normal rank
@@ Property / cites work @@
+Second-order backward stochastic differential equations and fully nonlinear parabolic PDEs
+Normal rank
@@ Property / cites work @@
+Q4551183
@@ Property / cites work: Q4551183 / rank @@
+Normal rank
@@ Property / cites work @@
+On multilevel Picard numerical approximations for high-dimensional nonlinear parabolic partial differential equations and high-dimensional nonlinear backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Multilevel Picard iterations for solving smooth semilinear parabolic heat equations
+Normal rank
@@ Property / cites work @@
+Algebraic structures on typed decorated rooted trees
+Normal rank
@@ Property / cites work @@
+A probabilistic numerical method for fully nonlinear parabolic PDEs
+Normal rank
@@ Property / cites work @@
+Ramification of rough paths
@@ Property / cites work: Ramification of rough paths / rank @@
+Normal rank
@@ Property / cites work @@
+A monotone scheme for high-dimensional fully nonlinear PDEs
+Normal rank
@@ Property / cites work @@
+Solving high-dimensional partial differential equations using deep learning
+Normal rank
@@ Property / cites work @@
+Overcoming the curse of dimensionality in the numerical approximation of parabolic partial differential equations with gradient-dependent nonlinearities
+Normal rank
@@ Property / cites work @@
+Branching diffusion representation of semilinear PDEs and Monte Carlo approximation
+Normal rank
@@ Property / cites work @@
+Branching diffusion representation for nonlinear Cauchy problems and Monte Carlo approximation
+Normal rank
@@ Property / cites work @@
+A numerical algorithm for a class of BSDEs via the branching process
+Normal rank
@@ Property / cites work @@
+Geometric Numerical Integration
@@ Property / cites work: Geometric Numerical Integration / rank @@
+Normal rank
@@ Property / cites work @@
+An Approximation Scheme for Semilinear Parabolic PDEs with Convex and Coercive Hamiltonians
+Normal rank
@@ Property / cites work @@
+Deep backward schemes for high-dimensional nonlinear PDEs
+Normal rank
@@ Property / cites work @@
+Branching Markov processes. I
@@ Property / cites work: Branching Markov processes. I / rank @@
+Normal rank
@@ Property / cites work @@
+BOUNDEDLY NONHOMOGENEOUS ELLIPTIC AND PARABOLIC EQUATIONS
+Normal rank
@@ Property / cites work @@
+Probabilistic High Order Numerical Schemes for Fully Nonlinear                     Parabolic PDEs
+Normal rank
@@ Property / cites work @@
+Application of brownian motion to the equation of kolmogorov-petrovskii-piskunov
+Normal rank
@@ Property / cites work @@
+Probabilistic interpretation for systems of quasilinear parabolic partial differential equations
+Normal rank
@@ Property / cites work @@
+Q4029028
@@ Property / cites work: Q4029028 / rank @@
+Normal rank
@@ Property / cites work @@
+Existence and probabilistic representation of the solutions of semilinear parabolic PDEs with fractional Laplacians
+Normal rank
@@ Property / cites work @@
+Numerical evaluation of ODE solutions by Monte Carlo enumeration of Butcher series
+Normal rank
@@ Property / cites work @@
+Neural networks-based backward scheme for fully nonlinear PDEs
+Normal rank
@@ Property / cites work @@
+Branching Diffusion Processes
@@ Property / cites work: Branching Diffusion Processes / rank @@
+Normal rank
@@ Property / cites work @@
+DGM: a deep learning algorithm for solving partial differential equations
+Normal rank
@@ Property / cites work @@
+Wellposedness of second order backward SDEs
@@ Property / cites work: Wellposedness of second order backward SDEs / rank @@
+Normal rank
@@ Property / cites work @@
+A splitting method for fully nonlinear degenerate parabolic PDEs
+Normal rank