A fully nonlinear Feynman-Kac formula with derivatives of arbitrary orders (Q2690084)

From MaRDI portal

Revision as of 16:34, 31 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)

(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Jump to:navigation, search

scientific article

Language	Label	Description	Also known as
English	A fully nonlinear Feynman-Kac formula with derivatives of arbitrary orders	scientific article

Statements

scholarly article

0 references

A fully nonlinear Feynman-Kac formula with derivatives of arbitrary orders (English)

0 references

0 references

Guillaume Penent

0 references

Nicolas Privault

0 references

Journal of Evolution Equations

0 references

publication date

15 March 2023

0 references

full work available at URL

https://arxiv.org/abs/2201.03882

0 references

zbMATH Keywords

fully nonlinear PDEs

0 references

quasilinear PDEs

0 references

semilinear PDEs

0 references

parabolic PDEs

0 references

gradient nonlinearities

0 references

branching processes

0 references

Monte-Carlo method

0 references

describes a project that uses

0 references

MaRDI profile type

MaRDI publication profile

0 references

Probabilistic representation formula for the solution of fractional high-order heat-type equations

0 references

Machine learning approximation algorithms for high-dimensional fully nonlinear partial differential equations and second-order backward stochastic differential equations

0 references

Algebraic renormalisation of regularity structures

0 references

Coefficients for the study of Runge-Kutta integration processes

0 references

Trees and numerical methods for ordinary differential equations

0 references

Lessons from quantum field theory: Hopf algebras and spacetime geometries

0 references

Nonexplosion of a class of semilinear equations via branching particle representations

0 references

A Multivariate Faa di Bruno Formula with Applications

0 references

Second-order backward stochastic differential equations and fully nonlinear parabolic PDEs

0 references

0 references

On multilevel Picard numerical approximations for high-dimensional nonlinear parabolic partial differential equations and high-dimensional nonlinear backward stochastic differential equations

0 references

Multilevel Picard iterations for solving smooth semilinear parabolic heat equations

0 references

Algebraic structures on typed decorated rooted trees

0 references

A probabilistic numerical method for fully nonlinear parabolic PDEs

0 references

Ramification of rough paths

0 references

A monotone scheme for high-dimensional fully nonlinear PDEs

0 references

Solving high-dimensional partial differential equations using deep learning

0 references

Overcoming the curse of dimensionality in the numerical approximation of parabolic partial differential equations with gradient-dependent nonlinearities

0 references

Branching diffusion representation of semilinear PDEs and Monte Carlo approximation

0 references

Branching diffusion representation for nonlinear Cauchy problems and Monte Carlo approximation

0 references

A numerical algorithm for a class of BSDEs via the branching process

0 references

Geometric Numerical Integration

0 references

An Approximation Scheme for Semilinear Parabolic PDEs with Convex and Coercive Hamiltonians

0 references

Deep backward schemes for high-dimensional nonlinear PDEs

0 references

Branching Markov processes. I

0 references

BOUNDEDLY NONHOMOGENEOUS ELLIPTIC AND PARABOLIC EQUATIONS

0 references

Probabilistic High Order Numerical Schemes for Fully Nonlinear Parabolic PDEs

0 references

Application of brownian motion to the equation of kolmogorov-petrovskii-piskunov

0 references

Probabilistic interpretation for systems of quasilinear parabolic partial differential equations

0 references

0 references

Existence and probabilistic representation of the solutions of semilinear parabolic PDEs with fractional Laplacians

0 references

Numerical evaluation of ODE solutions by Monte Carlo enumeration of Butcher series

0 references

Neural networks-based backward scheme for fully nonlinear PDEs

0 references

Branching Diffusion Processes

0 references

DGM: a deep learning algorithm for solving partial differential equations

0 references

Wellposedness of second order backward SDEs

0 references

A splitting method for fully nonlinear degenerate parabolic PDEs

0 references

Identifiers

10.1007/s00028-023-00873-3

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

0 references

zbMATH DE Number

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:2690084

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2690084&oldid=37498106"