Random walk algorithm for the Dirichlet problem for parabolic integro-differential equation (Q2665547)

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Random walk algorithm for the Dirichlet problem for parabolic integro-differential equation
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    Random walk algorithm for the Dirichlet problem for parabolic integro-differential equation (English)
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    19 November 2021
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    SDEs driven by Lévy processes
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    jump processes
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    integro-differential equations
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    Feynman-Kac formula
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    weak approximation of stochastic differential equations
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