Nesting Monte Carlo for high-dimensional non-linear PDEs (Q1713854)

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Nesting Monte Carlo for high-dimensional non-linear PDEs
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    Statements

    title
    Nesting Monte Carlo for high-dimensional non-linear PDEs (English)
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    author
    Xavier Warin
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    publication date
    30 January 2019
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    zbMATH Keywords
    non-linear PDE
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    Monte Carlo
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    numerical method
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    Identifiers

    zbMATH DE Number
    7008421
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