Branching diffusion representation of semilinear PDEs and Monte Carlo approximation (Q1731144)
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scientific article
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English | Branching diffusion representation of semilinear PDEs and Monte Carlo approximation |
scientific article |
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Branching diffusion representation of semilinear PDEs and Monte Carlo approximation (English)
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20 March 2019
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semilinear PDEs
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branching processes
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Monte-Carlo methods
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