A Probabilistic Scheme for Semilinear Nonlocal Diffusion Equations with Volume Constraints (Q6091099)

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scientific article; zbMATH DE number 7770183
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A Probabilistic Scheme for Semilinear Nonlocal Diffusion Equations with Volume Constraints
scientific article; zbMATH DE number 7770183

    Statements

    A Probabilistic Scheme for Semilinear Nonlocal Diffusion Equations with Volume Constraints (English)
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    24 November 2023
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    Nonlocal diffusion equations
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    Feynman-Kac formula
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    stochastic differential equation
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    transport
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    exit time
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    compound Poisson process
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    Brownian motion
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